Imam Ahmad recorded that Abu Bakrah said that the Prophet said in a speech during his Hajj,

«أَلَا إِنَّ الزَّمَانَ قَدِ اسْتَدَارَ كَهَيْئَتِهِ يَوْمَ خَلَقَ اللهُ السَّمَوَاتِ وَالْأَرْضَ، السَّنَةُ اثْنَا عَشَرَ شَهْرًا مِنْهَا أَرْبَعُةٌ حُرُمٌ، ثَلَاثَةٌ مُتَوَالِيَاتٌ: ذُو الْقَعْدَةِ وَذُو الْحِجَّةِ وَالْمُحَرَّمُ وَرَجَبُ مُضَرَ الَّذِي بَيْنَ جُمَادَى وَشَعْبَان»

ثم قال:

«أَيُّ يَوْمٍ هَذَا؟»

قلنا: الله ورسوله أعلم، فسكت حتى ظننا أنه سيسميه بغير اسمه قال:

«أَلَيْسَ يَوْمَ النَّحْرِ؟»

قلنا: بلى ثم قال:

«أَيُّ شَهْرٍ هَذَا؟»

قلنا: الله ورسوله أعلم، فسكت حتى ظننا أنه سيسميه بغير اسمه قال:

«أَلَيْسَ ذَا الحِجَّةِ؟»

قلنا: بلى، ثم قال:

«أَيُّ بَلَدٍ هَذَا؟»

قلنا: الله ورسوله أعلم فسكت حتى ظننا أنه سيسميه بغير اسمه قال:

«أَلَيْسَتِ الْبَلْدَةَ؟»

قلنا: بلى»

(The division of time has turned to its original form which was current when Allah created the heavens and the earth. The year is of twelve months, out of which four months are sacred: Three are in succession Dhul-Qa`dah, Dhul-Hijjah and Muharram, and (the fourth is) Rajab of (the tribe of) Mudar which comes between Jumada (Ath-Thaniyah) and Sha`ban.'' The Prophet then asked, (What is the day today') We said, "Allah and His Messenger know better. He kept quiet until we thought that he might give that day another name. He said (Isn't it the day of Nahr) We replied, "Yes.'' He further asked, (Which month is this) We again said, "Allah and His Messenger know better,'' and he kept quiet and made us think that he might give it another name. Then he said,(Isn't it the month of Dhul-Hijjah) We replied, "Yes.'' He asked, (What town is this) We said, "Allah and His Messenger know better,'' and he kept quiet until we thought that he might change its name. He asked, (Isn't this the (Sacred) Town) We said, "Yes.'' He said,

«فَإِنَّ دِمَاءَكُمْ وَأَمْوَالَكُمْ وَأَحْسِبُهُ قَالَ وَأَعْرَاضَكُمْ عَلَيْكُمْ حَرَامٌ كَحُرْمَةِ يَوْمِكُمْ هَذَا فِي شَهْرِكُمْ هَذَا، فِي بَلَدِكُمْ هَذَا. وَسَتَلْقَوْنَ رَبَّكُمْ فَيَسْأَلُكُمْ عَنْ أَعْمَالِكُمْ، أَلَا لَا تَرْجِعُوا بَعْدِي ضُلَّالًا يَضْرِبُ بَعْضُكُمْ رِقَابَ بَعْضٍ أَلَا هَلْ بَلَّغْتُ؟ أَلَا لِيُبَلِّغِ الشَّاهِدُ مِنْكُمُ الْغَائِبَ فَلَعَلَّ مَنْ يُبَلِّغُهُ يَكُونُ أَوْعَى لَهُ مِنْ بَعْضِ مَنْ سَمِعَه»

(Verily! Your blood, property and honor are sacred to one another like the sanctity of this day of yours, in this month of yours and in this city of yours. Verily, you will meet your Lord and He will question you about your actions. Behold! Do not revert to misguidance after me by striking the necks of one another. Have I conveyed It is incumbent upon those who are present to inform those who are absent, because those who are absent might comprehend (what I have said) better than some who are present.) Al-Bukhari and Muslim collected this Hadith. In a small book collected by Shaykh `Alam ad-Din As-Sakhawi, entitled, Al-Mashhur fi Asma' Al-Ayam wash-Shuhur, he mentioned that Muharram is so named because it is a sacred month. To me, it was so named to emphasize its sacredness. This is because the Arabs would switch it around. One year they would say it was a sacred month, the following year they would say that it was not. The author said, "...and Safar is so named because they used to leave their homes during that month for fighting and traveling. When saying `Safir' a place, it means to leave it... Rabi` Al-Awwal is called that because they used to do Irtiba` in it, that is to maintain one's property... and Rabi` Al-Akhir, was so named for the same reasons. Jumada is called that because the water would dry up (Jamud) then....They say Jumada Al-Uwla and Al-Awwal, or Jumada Al-Akhar or Al-Akhirah. Rajab comes from Tarjib, meaning to honor. Sha`ban because the tribes would separate and return to their homes. Ramadan was so named because of the severity of the Ramda' - that is - the heat, and they say that the branch Ramadat when it is thirsty...And the saying that it is a Name of Allah is a mistake, for there is no proof or support for that...''