In this study, a wind speed data of the Klrklareli region of Turkey is considered and Hurst parameter is calculated for this data. For this purpose at first statistical parameters of the wind speed data are calculated. And, as a result of this analysis it is determined as a non-gaussian distribution. After that, it is shown as Weibull distribution and its statistical parameters are computed. The Hurst parameter is a special indicator to present the long range dependency and self-similarity. According to the results of this analysis, it can be determined as 0.256 and it is used as an indicator of long range dependency as well as its fractal dimension. In this manner, this is an original study to this field as well as the statistical analysis. As a one of the most important results, the finding of this study shows that the wind speed data has an autocorrelation function hyperbolically.