4 Let no one therefore separate the Old from the New Testament; let no one say that the Spirit in the former is one, and in the latter another; since thus he offends against the Holy Ghost Himself, who with the Father and the Son together is honoured, and at the time of Holy Baptism is included with them in the Holy Trinity. For the Only-begotten Son of God said plainly to the Apostles, Go and make disciples of all the nations, baptizing them into the name of the Father, and of the Son, and of the Holy Ghost. Our hope is in Father, and Son, and Holy Ghost.
We preach not three Gods; let the Marcionites be silenced; but with the Holy Ghost through One Son, we preach One God. The Faith is indivisible; the worship inseparable. We neither separate the Holy Trinity, like some; nor do we as Sabellius work confusion. But we know according to godliness One Father, who sent His Son to be our Saviour; we know One Son, who promised that He would send the Comforter from the Father; we know the Holy Ghost, who spoke in the Prophets, and who on the day of Pentecost descended on the Apostles in the form of fiery tongues, here, in Jerusalem, in the Upper Church of the Apostles; for in all things the choicest privileges are with us.
Here Christ came down from heaven; here the Holy Ghost came down from heaven. And in truth it were most fitting, that as we discourse concerning Christ and Golgotha here in Golgotha, so also we should speak concerning the Holy Ghost in the Upper Church; yet since He who descended there jointly partakes of the glory of Him who was crucified here, we here speak concerning Him also who descended there: for their worship is indivisible.
Source: Catechetical Lectures (New Advent)