UPDATE: this is possible in PHP 7 (reference)
// Works as of PHP 7
define('ANIMALS', array(
'dog',
'cat',
'bird'
));
echo ANIMALS[1]; // outputs "cat"
ORIGINAL ANSWER
From php.net...
The value of the constant; only scalar and null values are
allowed. Scalar values are integer, float, string or boolean values.
It is possible to define resource constants, however it is not
recommended and may cause unpredictable behavior.
$months = array("January,"February",...) will be just fine.
