This book for the study of the modeling and forecasting the response variable. In this the clearify the Time series data using Stationarity Test, Arima and Panel model. Understanding the Time Series Techniques and how to apply these techniques. in this book firstly: Firstly, an overview of agriculture production, specially for Bajra, Barley and Tobacco in Pakistan has been given. The review of literature about the problem and about the technique has also been given. A brief description of the technique has been given in ordered to have some idea about the complexity of the problem and its analysis. In the 4th chapter the analysis and interpretation has been given. The results for stationary test obtained from this analysis. Autocorrelation and Partial autocorrelation function have been obtained to fit appropriate models. The ARIMA models are fitted. And at the end panel model is also obtained. Interpretations are given with each result.