There isn’t any place I know of in scripture that says specifically that the Holy Spirit will be lifted out of this world. There is scripture to the effect that he who now lets will let until he is taken out of the way. A lot of people think the “he” that is mentioned in this scripture is the Holy Spirit and that the rapture (also not specifically named in scripture) will be the result of believers in Christ being removed from the world at some future date and, thus, the Holy Spirit in those believers will go with them. (I’m not saying that’s right, just that it is the belief of some.)