Vacuum filters are designed to fit specific vacuum cleaners. That's why there's no general rule of thumb as to when you should replace them. The following will provide some tips to help you figure out when to change your filter.
Manufacturer’s Hand Book
Your vacuum should have come with a hand book which will tell you the model and size of its filters and the suggested changing intervals.
Some vacuums have filters that can be cleaned and even washed. These filters need to be changed when they are showing signs of wear and tear.
High efficiency particulate air filters are used to clean the exhaust of the vacuum by removing particles as small as .3 microns. Be aware that many filters labeled HEPA are only HEPA in apperance. A true HEPA filter will have a serial number to identify it and a test result. HEPA filters come with a recommended replacement date.
Filters fitted to vacuums are often labeled as allergen or micron filters. Although not as efficient as HEPA filters, they often are enough to reduce allergic reactions. These filters should be replaced once a month.
Filter life is affected by the amount of use. By frequently monitoring your filter condition, you will know the right time to change them.