It looks like you have copy-pasted the stuff from some where. Your way of using the autocomplete for fixed array is incorrect.
Try this:
<input id="txtSearchTag">
var a2;
a2 = $('#months').autocomplete({
width: 300,
delimiter: /(,|;)\s*/,
lookup: 'January,February,March,April,May,June,July,August,September,October,November,December'.split(',')
})
This is NOT needed:
jQuery(function(){
Done!