Yes, just as the Bible and Spirit of Prophecy reveal.
1 John 5:7 says:
For there are three that bear record in heaven, the Father, the Word, and the Holy Ghost: and these three are one.
In the late 1890s, Ellen White wrote this quote, taken from Testimonies to Ministers, p. 392:
Evil had been accumulating for centuries and could only be restrained and resisted by the mighty power of the Holy Spirit, the Third Person of the Godhead, who would come with no modified energy, but in the fullness of divine power.
Some have read material showing that the Seventh-day Adventist pioneers did not believe the Holy Spirit was a person. That’s because God chose not to reveal more on the subject until the 1890s. Let’s not make the same mistake that the early pioneers made. And remember, truth is progressive.
I have also been shown in my dreams that the Holy Spirit is a separate Person of the Godhead.