Ihave a gas furnace, I would like to change to electric does this mean that I have to purchase a new furnace

Yes.

At least using the definitions of terms that I use on the assumptions I have to make. Post more complete information explaining what you want to know and you may get a better answer.

EPmiller is correct. You cannot convert the existing gas furnace to electric but you can add a electric heat pump to your gas furnace OR just replace the old gas furnace wirh a electric one. Usually gas heat prices(natural gas that is) are cheaper than electric resistance heat prices in most of the USA. In other words you get more BTU'S out of a 1.00 worth of gas than you do out of a 1.00 worth of electric but a heat pump does well using electric.

Keep in mind, you need to make sure your breaker box can handle the extra needed amps for a electric furnace