2 Nephi 31

In some of closing teachings, Nephi wrote -

"And the Father said: Repent ye, repent ye, and be baptized in the name of my Beloved Son.
12 And also, the voice of the Son came unto me, saying: He that is baptized in my name, to him will the Father give the Holy Ghost, like unto me; wherefore, follow me, and do the things which ye have seen me do.
13 Wherefore, my beloved brethren, I know that if ye shall follow the Son, with full purpose of heart, acting no hypocrisy and no deception before God, but with real intent, repenting of your sins, witnessing unto the Father that ye are willing to take upon you the name of Christ, by baptism—yea, by following your Lord and your Savior down into the water, according to his word, behold, then shall ye receive the Holy Ghost; yea, then cometh the baptism of fire and of the Holy Ghost..."  (Book of Mormon | 2 Nephi 31:11 - 13)

Of the Holy Ghost, the LDS Bible dictionary states -

"The third member of the Godhead and, as the name implies, a personage of Spirit, not possessing a body of flesh and bones (D&C 130:21–22) . The Holy Ghost has been manifest in every dispensation of the gospel since the beginning, being first made known to Adam (1 Ne. 10:17–22; Moses 6:51–68). The Holy Ghost is manifested to men on the earth both as the power of the Holy Ghost and as the gift of the Holy Ghost. The power can come upon one before baptism, and is the convincing witness that the gospel is true. It gives one a testimony of Jesus Christ and of his work and the work of his servants upon the earth. The gift can come only after proper and authorized baptism, and is conferred by the laying on of hands, as in Acts 8:12–25 and Moroni 2:1–3. The gift of the Holy Ghost is the right to have, whenever one is worthy, the companionship of the Holy Ghost. More powerful than that which is available before baptism, it acts as a cleansing agent to purify a person and sanctify him from all sin. Thus it is often spoken of as “fire” (Matt. 3:11; 2 Ne. 31:17; D&C 19:31). The manifestation on the day of Pentecost (Acts 2) was the gift of the Holy Ghost that came upon the Twelve, without which they were not ready for their ministries to the world.

“For some reason not fully explained in the scriptures, the Holy Ghost did not operate in the fulness among the Jews during the years of Jesus’ mortal sojourn (John 7:39; 16:7). Statements to the effect that the Holy Ghost did not come until after Jesus was resurrected must of necessity refer to that particular dispensation only, for it is abundantly clear that the Holy Ghost was operative in earlier dispensations. Furthermore, it has reference only to the gift of the Holy Ghost not being present, since the power of the Holy Ghost was operative during the ministries of John the Baptist and Jesus; otherwise no one would have received a testimony of the truths that these men taught (cf. Matt. 16:16–17; 1 Cor. 12:3). When a person speaks by the power of the Holy Ghost that same power carries a conviction of the truth into the heart of the hearer (2 Ne. 33:1). The Holy Ghost knows all things (D&C 35:19) and can lead one to know of future events (2 Pet. 1:21).

“Other names for the Holy Ghost are Holy Spirit, Spirit of God, Spirit of the Lord, Comforter, and Spirit.”

I specifically note that baptism is for the remission of sins.  It is the Holy Ghost that actually cleanses and sanctifies us.  Thus baptized by fire.