We now began our study of the work of the Holy Spirit in the New Testament. Clearly throughout the Old Testament as well as the new the Holy Spirit was and is at work.
"But after he had considered this, an angel of the Lord appeared to him in a dream and said, “Joseph son of David, do not be afraid to take Mary home as your wife, because what is conceived in her is from the Holy Spirit." Matthew 1:20
At the very conception of Jesus, the Holy Spirit was part of the process.
We understand that from the Old Testament to the New Testament, the trinity is working in unity of all they do.