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Dr. John MacArthur believes that the star was God's shekinah glory, שכינה. Although that word is not in the Bible, it was coined by Jewish rabbis where the glory of God was tangible.
Dr. Jason Lisle has a compelling case that the star was a supernatural event, just like the virgin birth and other events at that time. For that matter, Creation itself and the Genesis Flood began as supernatural events.
The apostle Matthew records that the birth of Jesus was accompanied by an extraordinary celestial event: a star that led the magi (the “wise men”) to Jesus. This star “went before them, till it came and stood over where the young child was” (Matthew 2:9). What was this star? And how did it lead the magi to the Lord? There have been many speculations.To read the rest, click on "What Was the Christmas Star?" You may also want to see "Christmas Timeline of the Biblical Account", and for fascinating information on those people following the star, click on "The Mysterious Magi".
A long-lasting cause of speculation is the Christmas Star. It cannot be explained through strictly naturalistic explanations, as they have to leave out details found in the Gospel narrative. Dr. Jason Lisle has a compelling case.