In this research paper, a comprehensive analysis of particulate matter (PM10) and nitrogen dioxide (NO2) pollution concentrations in six different Lithuanian regions is presented. The analysis employs data smoothing, principal component analysis (PCA), exploratory data analysis, hypothesis testing, and time series analysis to provide a thorough examination. Functional data analysis approaches were used to find the origins and effects of these air pollutants by revealing their data patterns. The functional data analysis techniques demonstrate their effectiveness in revealing deep links within large datasets, assisting in the control of air quality problems. This research provides valuable insights into air quality challenges in Lithuanian regions. The study, aimed at comparing air quality across different regions, indicates that there are no significant differences in PM10 and NO2 between the two groups. Notably, reliable forecasts for 2023 data are attainable for PM10 in regions such as Vilnius Old Town, Vilnius Lazdynai, Šiauliai, and Klaipėda. For NO2, successful forecasting can be applied to Vilnius Old Town, Vilnius Lazdynai, and Šiauliai.