Neither Jesus nor anyone else in the Bible ever said that the Holy Spirit was an equal member of a trinity. Nowhere is it mentioned in the Bible the words, "God, the Holy Spirit," or "The Holy Spirit is God." There is never mentioned a vision, dream or clear description in scripture wherein God and the Holy Spirit are shown as the same person.
Even many trinitarian scholars will admit that the holy spirit (ruah or ruach in Hebrew) was understood as an invisible, IMPERSONAL powerful force from God and NOT as a person or even God Himself:
"The emergence of Trinitarian speculations in early church theology led to great difficulties in the article about the Holy Spirit.... The Holy Spirit was viewed NOT AS A PERSONAL FIGURE BUT RATHER AS A POWER." - The New Encyclopedia Britannica
"In the New Testament there is no direct suggestion of the Trinity. The Spirit is conceived as an IMPERSONAL power by which God effects his will through Christ." - An Encyclopedia of Religion, p. 344, Virgilius Ferm, 1945 ed.
Even the trinitarian New Bible Dictionary tells us:
"It is important to realize that for the first Christians the Spirit was thought of in terms of divine POWER." - p. 1139, Tyndale House Publishers, 1984.
Quotes: Holy Spirit is a Force from God, Trinitarians Admit
Summary of why the Holy Spirit is not God or Even a Person
Holy Spirit