To believe in the Holy Spirit is to profess that the Holy Spirit is one of the persons of the Holy Trinity, consubstantial with the Father and the Son: "with the Father and the Son he is worshipped and glorified." For this reason, the divine mystery of the Holy Spirit was already treated in the context of Trinitarian "theology." Here, however, we have to do with the Holy Spirit only in the divine "economy."
Source: Catechism of the Catholic Church (Vatican.va)