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III. The Provençal Calendas or Calenos, the Polish Kolenda, the Russian Kolyáda, the Czech Koleda and the Lithuanian Kalledos, not to speak of the Welsh Calenig for Christmas-box, and the Gaelic Calluinn for New Year's Eve, are all derived from the Latin Kalendae, and suggest the connection of Christmas with the Roman New Year's Day, the Kalends or the first day of January, a time celebrated with many festive customs. What these were, and how they have affected Christmas we shall see in some detail in Part II.; suffice it to say here that the festival, which lasted for at least three days, was one of riotous life, of banqueting and games and licence. It was preceded, moreover, by the Saturnalia (December 17 to 23) which had many like features, and must have formed practically one festive season with it. The word Saturnalia has become so familiar in modern usage as to suggest sufficiently the character of the festival for which it stands.

25Into the midst of this season of revelry and licence the Church introduced her celebration of the beginning of man's redemption from the bondage of sin. Who can wonder that Christmas contains incongruous elements, for old things, loved by the people, cannot easily be uprooted.

IV. One more name yet remains to be considered, Yule (Danish Jul), the ordinary word for Christmas in the Scandinavian languages, and not extinct among ourselves. Its derivation has been widely discussed, but so far no satisfactory explanation of it has been found. Professor Skeat in the last edition of his Etymological Dictionary (1910) has to admit that its origin is unknown. Whatever its source may be, it is clearly the name of a Germanic season—probably a two-month tide covering the second half of November, the whole of December, and the first half of January.{26} It may well suggest to us the element added to Christmas by the barbarian peoples who began to learn Christianity about the time when the festival was founded. Modern research has tended to disprove the idea that the old Germans held a Yule feast at the winter solstice, and it is probable, as we shall see, that the specifically Teutonic Christmas customs come from a New Year and beginning-of-winter festival kept about the middle of November. These customs transferred to Christmas are to a great extent religious or magical rites intended to secure prosperity during the coming year, and there is also the familiar Christmas feasting, apparently derived in part from the sacrificial banquets that marked the beginning of winter.

from "Christmas Customs and Tradition" by Clement A Miles