In this paper, we experimentally observed generation of the second and the third optical harmonics and the broadband terahertz radiation in the course of 800 nm 120 fs pulse in atmospheric air. The analysis of their polarization properties revealed unity of their nonlinear optical nature. Taking into account only the third-order nonlinear response of the neutral molecules of air, we analytically described the newly generated elliptically polarized 3d harmonic, the linear polarization of terahertz radiation and the stability of terahertz energy yield for the initial circularly polarized ω pump pulse.