They quote Catholic sources, in a J.W. tract called “Should you believe in the Trinity”.
The Catholic Encyclopedia: "Nowhere in the O.T. do we find any clear indication of a Third Person." Catholic theologian Fortman: "The Jews never regarded the spirit as a person; nor is there any solid evidence that any O.T. writer held this view ... The Holy Spirit is usually presented in the Synoptics and in Acts as a divine force or power." The New Catholic Encyclopedia: "The O.T. clearly does not envisage God's spirit as a person ... God's spirit is simply God's power. It also says: "The majority of the N.T. texts reveal God's spirit as something, not someone; this is especially seen in the parallelism between the spirit and the power of God." A Catholic Dictionary: "On the whole, the N.T., like the Old, speaks of the spirit as a divine energy or power."
Thus the Jehovah Witnesses hold the following views on 3rd Person of Trinity :
Hence, neither the Jews nor the early Christians viewed the holy spirit as part of a Trinity. The holy spirit is not a person and it is not part of a Trinity. … It is not equal to God but is always at his dispostion and subordinate to him.