The Trinity, dimly disclosed in the Old Testament, is clearly revealed in the New Testament after Pentecost, when the Third Person came with power as the successor of the Son in the administration of the kingdom of God on the earth.
The succession, which is indicated by the words Father, Son and Holy Ghost, is a philosophical progress and culmination. God reveals Himself to all men in His Son; He communicates Himself in the Holy Spirit to all who believe in the Son; He reveals Himself to man's intellect that through it He may transform the heart and make it a partaker of the divine nature, not divine as He is divine, but holy as He is holy. This succession also intimates the order of the dispensations unfolded on the earth.
We have every reason to believe that the dispensation of the Spirit is the last and most glorious era of Christianity on the earth, that the second coming of Christ will be to judge the world and wind up human history on this planet, and not to inaugurate the dispensation of Christ's bodily presence again with its limitations to one place at the same time. We do not believe that the order of progress is to be reversed after reaching its climax in the dispensation of the Paraclete, who is to abide with believers forever. It is certain that faith in an invisible personality is a higher exercise and more blessed than faith in a visible manifestation. This is hinted at by the risen Christ to Thomas, "Because thou hast seen me, thou hast believed: blessed are they that have not seen and yet have believed." We are living in the best era for spiritual development which this world will ever see — the era of Pentecost. Let us make the best possible use of it and profit by its wonderful privileges, the indwelling Comforter bringing the Father and the Son to abide in us forever.
Just note the gradation of honor in respect to the dwelling of God among men: 1st. One nation was specially honored when Jehovah made His dwelling in the midst of the camp and the pillar of cloud and of fire betokened the presence of the King of kings and the Lord of lords. 2d. God selects one human body and soul for His abode; for in Jesus dwelt all the fulness of the Godhead bodily. And, lastly, we reach the climax, the whole Trinity dwelling in every true believer who evinces perfect love by unhesitating obedience. This eclipses all the millennial glories this side of the glassy sea, the new heaven and new earth.
Hence the reasonableness of our conclusion that the descent of the Holy Ghost is the completion of Christian theology, and His indwelling in the believer is the crowning honor and blessedness. "In the person of Christ," says Joseph Parker, "'truth was outward, visible and most beautiful; in the person of the Holy Spirit truth is inward, spiritual, all-transfiguring. By the very necessity of the case the bodily Christ could be but a passing figure, but by a gracious mystery He caused Himself to be succeeded by an eternal Presence, 'even the Spirit of truth, which abideth forever.'"
— edited from The Gospel of the Comforter, Chapter 2.