When they had asked him to show the the Father, Jesus told them they had already been able to see the Father. He added "Even if you don't believe my words, you've got my works to convince you."
Believe what you have heard me say. Or, believe what I have said. Or, let what you have seen me accomplish be proof.
Then he extends this pattern to include them: Those who believe in me will also be able to do the works that I do.
He's leaving them. But, the world will not lose what he has been able to do. The ability that Jesus has demonstrated to help them out will continue after the physical separation.
"In a little while, the world won't be able to see me any more, but you will."
"The Father will send an Advocate for you, the Holy Spirit."
Jesus outlines the work of the Advocate: to teach them and to remind them of everything that Jesus had said to them.
Jesus had spoken the words of the Father. The Holy Spirit will continue to speak to them--and to us.