Hi redplaiddevelopments, great question! A good rule of thumb is to change 1-2 inch thick every three months, 4 inch thick every six months and 5 inch thick every 12 months. This rule of thumb can vary drastically depending on a number of factors:
Since all of these factors can effect furnace filter replacement times, I recommend visually inspecting the filter once a month, and replacing as needed. Another great indication that the filter requires a replacement is that when the fan on the furnace kicks on it whistles. This is caused by a clogged filter and the fan/blower pulling air from the gaps in the sheet metal.
Thanks for the question and stay safe my friend.