For the law and the prophets are full of marvels similar to those recorded of Jesus at His baptism, viz., regarding the dove and the voice from heaven. And I think the wonders wrought by Jesus are a proof of the Holy Spirit's having then appeared in the form of a dove, although Celsus, from a desire to cast discredit upon them, alleges that He performed only what He had learned among the Egyptians. And I shall refer not only to His miracles, but, as is proper, to those also of the apostles of Jesus.
For they could not without the help of miracles and wonders have prevailed on those who heard their new doctrines and new teachings to abandon their national usages, and to accept their instructions at the danger to themselves even of death. And there are still preserved among Christians traces of that Holy Spirit which appeared in the form of a dove. They expel evil spirits, and perform many cures, and foresee certain events, according to the will of the Logos. And although Celsus, or the Jew whom he has introduced, may treat with mockery what I am going to say, I shall say it nevertheless—that many have been converted to Christianity as if against their will, some sort of spirit having suddenly transformed their minds from a hatred of the doctrine to a readiness to die in its defence, and having appeared to them either in a waking vision or a dream of the night.
Many such instances have we known, which, if we were to commit to writing, although they were seen and witnessed by ourselves, we should afford great occasion for ridicule to unbelievers, who would imagine that we, like those whom they suppose to have invented such things, had ourselves also done the same. But God is witness of our conscientious desire, not by false statements, but by testimonies of different kinds, to establish the divinity of the doctrine of Jesus. And as it is a Jew who is perplexed about the account of the Holy Spirit having descended upon Jesus in the form of a dove, we would say to him, “Sir, who is it that says in Isaiah, 'And now the Lord has sent me and His Spirit.'” In which sentence, as the meaning is doubtful— viz., whether the Father and the Holy Spirit sent Jesus, or the Father sent both Christ and the Holy Spirit— the latter is correct.
For, because the Saviour was sent, afterwards the Holy Spirit was sent also, that the prediction of the prophet might be fulfilled; and as it was necessary that the fulfilment of the prophecy should be known to posterity, the disciples of Jesus for that reason committed the result to writing.
Source: Against Celsus (New Advent)