How long do I have to roll over a lump sum pension distribution that I received?

My employer closed our pension plan and I received a lump sum distribution. Since I am over 59 1/2 and had some bills to pay, I opted to receive the money after the 20% fed. tax and 10% state tax was withheld. This was in September. I now think it might have been better to roll it over. Do I still have time to do that or is it too late?

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Annuities