I agree with the other members, professional advise always first, he sounds like he has a jealousy problem, make sure he gets lots of attention, he is feeling left out and he is seeking to shock you I expect you had a reaction when he has said it, dont react but do get him evaluated first.I have found Bad behavior gets attntion more than good behavior, Give him lots of Reading and Love.
Get help quick! I would keep a close eye on him and keep the balcony door bolted or put up barricade. Until you are sure he is done thinking like this.
I'm praying for you and your son.
You need to seek professional help for your son. A child psychologist can evaluate him better than any of us could, and can provide advice specific to your son.