Here is what Jesus says about His relationship with His Father: "I and the Father are one." -John 10:30
"The Father is in me and I in the Father." -John 11:38
When Jesus was ask by the Pharisees where His father was, He said, "If you knew me you would know my Father also." -John 10:30
The Holy Spirit is often described as the Spirit of God. "In the beginning....the Spirit of God was hovering over the waters." -Genesis 1:2
In Matthew 3:16, the Spirit of God descended on Jesus as soon as He was Baptized. In Luke 3:22, it is described as the Holy Spirit descending on Jesus. While this was happening, the verse describes the Father speaking from Heaven declaring Jesus as His son whom He is well pleased. So, here you have the Father, the Son, and the Holy Spirit at the same time.