Application Analysis of Short-term Statistical Forecast of Macroeconomic Data Based on Data Mining

With the increasingly close combination of modern economics and mathematics, economic statistics and quantitative economics have developed rapidly, and quantitative analysis methods and ideas have gradually become the mainstream of macroeconomic research. The application of big data technology to macroeconomics can provide reference basis for macroeconomic policy making, data mining and development analysis, which is conducive to improving the timeliness and accuracy of macroeconomic analysis. If we can accurately evaluate and predict the changes in the quality of economic growth, timely carry out appropriate policy regulation, rationally allocate resources and control the direction of economic operation, we can avoid falling into the quagmire of low-quality development and make economic development more stable, efficient and sustainable. This paper mainly studies big data and macroeconomic analysis, analyzes the difficulties and opportunities faced by macroeconomic analysis in the era of big data based on data mining technology, and establishes short-term statistical forecasting based on statistical and econometric models, so as to analyze the application of forecasting models and future development trends.