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I am going to pursue my PhD in Data Science. My BS and MS degrees are in Mathematics. I would like to learn some self-paced statistics online courses to make my PhD journey more comfortable. I never took any undergrad/grad courses on time series, and regression analysis. I was wondering if you could tell me some good online resources (video lectures) about time series, and regression analysis. I sincerely appreciate your favor.

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I recommend looking into Econometrics. Its essentially applied data analysis that focusses heavily on regression analysis. You should probably start by using R as the above comment mentioned. There is a free online course available that works you through a few basic examples with in browser programming.

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I can highly recommend ( shamelessly since I wrote it !) https://autobox.com/pdfs/regvsbox-old.pdf which focuses on some of the differences between cross-sectional regression analysis and the more frequent time-series regression analysis.

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