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The corresponding curvature tensors and torsion tensors are computed explicitly.    The homogeneous spaces \\(M = \\overline{G} / G\\) with an invariant pseudo-Riemannian metric \\(g\\) are in a bijective correspondence with the triples \\( ( \\overline{\\mathfrak{g}}, \\mathfrak{g}, B)\\), consisting of the Lie algebras \\(\\overline{\\mathfrak{g}} = \\text{Lie} \\overline{G}\\), \\(\\mathfrak{g} = \\text{Lie} (G)\\) and a non-degenerate symmetric bilinear form \\(B\\) on the \\(\\mathfrak{g}\\)-module \\(\\overline{\\mathfrak{g}} / \\mathfrak{g}\\). The case of \\(\\mathfrak{g} =0\\) is trivial, being reduced to the Lie group \\(M = \\overline{G}\\) with an invariant metric \\(g\\). There are no \\(1\\)-dimensional pseudo-Riemannian homogeneous spaces \\(M = \\overline{G} / G\\) with \\(\\dim _{\\mathbb R} G \\neq 0\\). Making use of the classification of 2-dimensional homogeneous spaces, done by S. Lie in 1893, the article obtains five triples \\(( \\overline{\\mathfrak{g}}, \\mathfrak{g}, B)\\), associated with pseudo-Riemannian homogeneous spaces \\((M = \\overline{G} / G, g)\\) with \\(\\dim _{\\mathbb R} M = 2\\). The first one \\((\\mathrm{so}(2) \\rightthreetimes {\\mathbb R}^2, \\mathrm{so}(2), \\pm I_2)\\) corresponds to the Euclidean space \\({\\mathbb R}^2\\). The second one \\((\\mathrm{su}(2), \\{ \\text{diag} (ix, -ix) | x \\in {\\mathbb R} \\}, aI_2)\\) with \\(a \\in {\\mathbb R}^*\\) characterizes the sphere \\(S^2\\). The third one \\( \\left( \\mathrm{sl}(2, {\\mathbb R}), \\mathrm{so}(2), aI_2 \\right)\\) with \\(a \\in {\\mathbb R}^*\\) represents the \\(2\\)-dimensional hyperbolic space \\(H^2\\). The remaining two triples \\((\\overline{\\mathfrak{g}}, \\mathfrak{g}, B)\\), \\(1 \\leq i \\leq 2\\) have \\(B_i\\) of signature \\((1,1)\\). These are  \\[  \\left( \\overline{\\mathfrak{g}_1} = \\mathrm{so}(1,1) \\rightthreetimes {\\mathbb R}^2, \\quad \\mathfrak{g}_1 = \\mathrm{so}(1,1), \\quad B_1 = \\pm \\left( \\begin{matrix} 0 & 1 \\\\ 1 & 0 \\end{matrix} \\right) \\right)  \\]  and  \\[  \\left( \\overline{\\mathfrak{g}_2} = \\mathrm{sl}(2, {\\mathbb R}), \\quad \\mathfrak{g}_2 = \\{ \\text{diag} (x,-x) | x \\in {\\mathbb R} \\}, \\quad B_2 = a \\left( \\begin{matrix} 0 & 1 \\\\ 1 & 0 \\end{matrix} \\right) \\right)  \\]  with \\(a \\in {\\mathbb R}^*\\).    After identifying the tangent space \\(T_{\\check{o}} M\\) to the reference point \\(\\check{o} \\in M\\) with a complement \\(\\mathfrak{m}\\) of \\(\\mathfrak{g} = \\text{Lie} G\\) to \\(\\overline{\\mathfrak{g}} = \\text{Lie} \\overline{G}\\), the invariant affine connections on \\(M\\) are put in a bijective correspondence with the \\(\\mathfrak{g}\\)-invariant maps \\(\\Lambda : \\overline{\\mathfrak{g}} \\rightarrow \\mathfrak{gl} ( \\mathfrak{m})\\), whose restriction to \\(\\mathfrak{g}\\) coincides with the isotropic representation. Such \\(\\Lambda\\) are completely determined by their action on \\(\\mathfrak{m}\\). The invariant affine connection, associated with \\(\\Lambda (x)y _{\\mathfrak{m}} = \\frac{1}{2} [x,y] _{\\mathfrak{m}}\\) for all \\(x, y \\in \\mathfrak{m}\\) is called the natural torsion-free connection.    The article shows that the only invariant affine connection on a \\(2\\)-dimensional pseudo-Riemannian homogeneous space \\((M = \\overline{G} / G, g)\\) is the natural torsion-free connection. The torsion tensor \\(T( x_{\\mathfrak{m}}, y_{\\mathfrak{m}} ) = \\Lambda (x) y_{\\mathfrak{m}} - \\Lambda (y) x _{\\mathfrak{m}} - [x,y] _{\\mathfrak{m}}\\) vanishes for all \\(x, y \\in \\overline{\\mathfrak{g}}\\). The curvature tensor is \\(R(x_{\\mathfrak{m}}, y _{\\mathfrak{m}}) = [ \\Lambda (x), \\Lambda (y)] - \\Lambda ( [x,y])\\) for all \\(x, y \\in \\overline{\\mathfrak{g}}\\). It vanishes for the Euclidean space \\({\\mathbb R}^2\\) and for \\(( \\overline{\\mathfrak{g}_1}, \\mathfrak{g}_1, B_1)\\). The curvature of \\(( \\overline{\\mathfrak{g}_2}, \\mathfrak{g}_2, B_2)\\) is \\(\\text{diag} (2,-2)\\). The curvature of the sphere \\(S^2\\) is \\(\\left( \\begin{matrix} 0 & -1 \\\\ 1 & 0 \\end{matrix} \\right)\\), while the curvature tensor of \\(H^2\\) is \\(\\left( \\begin{matrix} 0 & 1 \\\\ -1 & 0 \\end{matrix} \\right)\\).    The article obtains ten equivalence classes of \\(3\\)-dimensional pseudo-Riemannian ho\\-mo\\-ge\\-ne\\-ous spaces \\((M = \\overline{G} / G, g)\\). The first three of them are the \\(3\\)-dimensional space forms \\({\\mathbb R}^3\\), \\(S^3\\), \\(H^3\\) with invariant Riemannnian metrics of constant sectional curvature. They have \\(\\dim _{\\mathbb R} \\overline{\\mathfrak{g}} =6\\), \\(\\dim _{\\mathbb R} \\mathfrak{g} =3\\) and non-degenerate symmetric bilinear forms \\(a I_3\\), \\(a \\in {\\mathbb R}^*\\) of signature \\((3,0)\\) or \\((0,3)\\). More precisely, the triple \\(( \\mathrm{so}(3) \\rightthreetimes {\\mathbb R}^3, \\mathrm{so}(3), aI_3)\\) describes the Euclidean space \\({\\mathbb R}^3\\), \\((\\mathrm{so}(4) \\simeq \\mathrm{su}(2) \\times \\mathrm{su}(2), \\mathrm{so}(3) \\simeq \\mathrm{su}(2), aI_3)\\) characterizes the sphere \\(S^3\\) and \\((\\mathrm{so}(3,1), \\mathrm{so}(3) \\simeq \\mathrm{su}(2), a I_3)\\) with \\(a \\in {\\mathbb R}^*\\) is associated with the hyperbolic space \\(H^3\\). The remaining seven cases with \\(1\\)-dimensional isotropy subgroups \\(G\\) and \\(4\\)-dimensional \\(\\overline{G}\\) admit metrics of arbitrary signature. Among the Lie algebras \\(\\overline{\\mathfrak{g}} = \\text{Lie} \\overline{G}\\) of these cases are \\(\\mathrm{so}(2) \\rightthreetimes {\\mathbb R}^2\\), \\(\\mathrm{sl}(2, {\\mathbb R}) \\times {\\mathbb R}\\), \\(\\mathrm{su}(2) \\times {\\mathbb R}\\), a subalgebra of \\(\\mathrm{so}(4)\\) and one nilpotent \\(\\overline{\\mathfrak{g}}\\). For the aforementioned ten equivalence classes of \\(3\\)-dimensional pseudo-Riemannian homogeneous spaces are described all possible affine connections, their torsion tensors and their curvature 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