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The following is an excerpt from The MacArthur New Testament Commentary on Jude.
But you, beloved, building yourselves up on your most holy faith, praying in the Holy Spirit, keep yourselves in the love of God, waiting anxiously for the mercy of our Lord Jesus Christ to eternal life. (Jude 20–21)
Practically speaking, edification centers on studying the Word of God and learning to apply it. In Acts 20:32 Paul tells the Ephesian elders, “I commend you to God and to the word of His grace, which is able to build you up and to give you the inheritance among all those who are sanctified.” All the ministries of the church should result in edification (Rom. 14:19; 1 Cor. 14:12, 26; Eph. 4:16). God gave the church apostles, prophets, evangelists, and pastor/teachers to proclaim His Word, which results in “the building up of the body of Christ” (Eph. 4:11–12; cf. Col. 2:6–7). Peter wrote that believers should desire the Word for spiritual growth, just as babies desire milk for their physical nourishment (1 Peter 2:2). Along those same lines, the apostle John wrote that the spiritually strong believers, those capable of successfully waging effective warfare for the truth, are those in whom the Word of God abides (1 John 2:14).
A second essential element of sanctification involves praying in the Holy Spirit. That expression does not refer to speaking in tongues, but to praying for that which is consistent with the Spirit’s will—His desires, directives, and decrees. Although His will is revealed through the plain commands of Scripture (Deut. 17:19–20; Pss. 19:7, 11; 119:11, 105, 130), we as believers do not always know how to practically apply it to the various issues of life. Therefore the Holy Spirit intercedes for us before the Father with genuine sympathy and inexpressible fervor (Rom. 8:26–27). Of course, the Spirit’s will and the Father’s will—and even praying in Jesus’ name—are one and the same. When we pray in the Holy Spirit we submit ourselves to Him, rest on His wisdom, seek His will, and trust in His power (cf. John 14:14–17; 1 John 5:14–15).
As we who believe pursue sanctification, we must also keep ourselves in the love of God. This is a vitally important principle, and it means to remain in the sphere of God’s love, or the place of His blessing (Rom. 5:5; 8:39; 1 John 4:16). On a practical level, it means that we must stay obedient to God, since divine blessing is promised only within the sphere of obedience. As Jesus told the apostles:
Just as the Father has loved Me, I have also loved you; abide in My love. If you keep My commandments, you will abide in My love; just as I have kept My Father’s commandments and abide in His love. These things I have spoken to you so that My joy may be in you, and that your joy may be made full. (John 15:9–11; cf. 1 John 2:5)
On the other hand, if we become disobedient, we move from a position of blessing to a position of chastisement (Heb. 12:3–11).