Yes, you are required to have health insurance all 12 months. But if you were without insurance for only September and October, you will be eligible for the short-coverage-gap exemption, so you will not have to pay a penalty for not having insurance those two months. When are doing your 2017 tax return, when you tell TurboTax which months you were and were not covered, it will automatically give you that exemption.

(The requirement to have health insurance goes by calendar months, not days. If you had coverage for any part of a month, you meet the requirement for that month.)