Can you proof trinity by Jesus's words alone? Is it possible to prove the concept of Trinity from using the actual sayings of Jesus himself in the bible?
The bible teaches all over there is one God.  


  “The most important one,” answered Jesus, “is this: ‘Hear, O Israel: The Lord our God, the Lord is one. Love the Lord your God with all your heart and with all your soul and with all your mind and with all your strength.’
  Mark 12:29-30  


The Father and Son are one and fully God:  


  I and the Father are one.
  John 10:30


The Holy Spirit is God:  


  Then Peter said, “Ananias, how is it that Satan has so filled your heart that you have lied to the Holy Spirit and have kept for yourself some of the money you received for the land? ... You have not lied just to human beings but to God.”
  Acts 5:3-4