And when Jesus was baptized, immediately he went up from the water, and behold, the heavens were opened to him, and he saw the Spirit of God descending like a dove and coming to rest on him; and behold, a voice from heaven said, "This is my beloved Son, with whom I am well pleased."
Trinitarian theology is not hard to come by in scripture. This is one of the clearest supports for it. At the baptism of Jesus by John, God the Father announces His relationship with the Son as the Spirit descends to rest upon Him. All three persons of the Godhead are present in one event very clearly and without any need for explanation by Matthew. It is clear that the early church expected the reader of the gospel to understand the significance of what occurred at the baptism of Jesus. God the Son was affirmed by God the Father and empowered by God the Spirit.