One of the deadliest diseases in humans is lung cancer. Radiologists and experienced doctors spend much more time investigating the pulmonary nodules due to the high similarities between malignant and benign nodules. Recently, the computer-assisted diagnosis (CAD) tool for nodule detection can provide a second opinion for the doctor to diagnose lung cancer. Although machine learning technologies are extensively employed to identify lung cancer, the process of these methods is complex. The numerous researches have sought to automate the diagnosis of pulmonary nodules using convolutional neural networks (CNN) to aid radiologists in the lung screening process. However, CNN still confronts some challenges, including a significant number of false positives and limited performance in detecting lung cancer from computed tomography (CT) images. In this work, we proposed a hybrid of CNN and auto-regressive integrated moving average (ARIMA) for lung nodule classification using CT images to address the classification issue. The proposed hybrid CNN-ARIMA can classify CT images successfully with test accuracy, average sensitivity, average precision, average specificity, average F1-Score, and area under the curve (AUC) of 99.61%, 99.71%, 99.43%, 99.71%, 99.57%, and 1.000, respectively.