Jesus said, go make disciples of all nations, baptizing them in the name of the Father, of the Son, and of the Holy Spirit (chap. 28:19). And from these words in the same:

When Jesus was baptized, lo, the heavens were opened unto Him, and He saw the Holy Spirit descending like a dove, and coming upon Him, and lo, a voice from heaven, this is My beloved Son, in whom I am well pleased (chap. 3:16, 17). The reason why the Lord sent His disciples to baptize in the name of the Father, Son and Holy Spirit, was, because in Him then glorified there was the Divine Trinity; for in the preceding verse 18, He says:

All power is given unto Me in heaven and in earth. And in the 20th verse following:

Lo, I am with you all the days, even unto the consummation of the age. Thus He spoke of Himself alone, and not of three. And in John:

The Holy Spirit was not yet, because Jesus was not yet glorified (chap. 7:39). The former words He uttered after His glorification, and His glorification was His complete unition with His Father, Who was the Divine itself in Him from conception; and the Holy Spirit was the Divine proceeding from Him glorified (John 20:22).