[Analytical Perspectives]
[Dimensions of the Budget]
[20. Comparison of Actual to Estimated Totals]
[From the U.S. Government Printing Office, www.gpo.gov]



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              20.  COMPARISON OF ACTUAL TO ESTIMATED TOTALS

  In successive budgets, the Administration publishes several estimates 
of the surplus or deficit for a particular fiscal year. Initially, the 
year appears as an outyear projection at the end of the budget horizon. 
In each subsequent budget, the year advances in the estimating horizon 
until it becomes the ``budget year.'' One year later, the year becomes 
the ``current year'' then in progress, and the following year, it 
becomes the just-completed ``actual year.''
  The budget is legally required to compare budget year estimates of 
receipts and outlays with the subsequent actual receipts and outlays for 
that year. Part I of this chapter meets that requirement by comparing 
the actual results for 2005 with the current services estimates shown in 
the 2005 Budget published in February 2004.
  Part II of the chapter presents a broader comparison of estimates and 
actual outcomes. This part first discusses the historical record of 
budget year estimates versus actual results over the last two decades. 
Second, it broadens the focus to estimates made for each year of the 
budget horizon, extending four years beyond the budget year. This 
broader focus shows that the differences between estimates and the 
eventual actual results grow as the estimates extend further into the 
future.

       PART I:  COMPARISON OF ACTUAL TO ESTIMATED TOTALS FOR 2005

  This part of the chapter compares the actual receipts, outlays, and 
deficit for 2005 with the current services estimates shown in the 2005 
Budget published in February 2004.\1\ This part also presents a more 
detailed comparison for mandatory and related programs, and reconciles 
the actual receipts, outlays, and deficit totals shown here with the 
figures for 2005 previously published by the Department of the Treasury.
---------------------------------------------------------------------------
  \1\ The current services concept is discussed in Chapter 24, ``Current 
Services Estimates.'' For mandatory programs and receipts the February 
2004 current services estimate was based on laws then in place, adjusted 
to reflect extension of certain expiring provisions in the 2001 and 2003 
tax acts. For discretionary programs the current services estimate is 
based on the current year estimates, excluding one-time emergency 
appropriations, adjusted for inflation.
---------------------------------------------------------------------------

                                Receipts

  Actual receipts for 2005 were $2,154 billion, $117 billion more than 
the $2,037 billion current services estimate in the 2005 Budget 
(February 2004). As shown in Table 20-1, this increase was the net 
effect of legislative and administrative changes; economic conditions 
that differed from what had been expected; and technical factors that 
resulted in different collection patterns and effective tax rates than 
had been assumed. In the interest of cautious and prudent forecasting, 
the February 2004 estimate included a downward adjustment beyond what 
the economic and receipts models were forecasting. This adjustment, 
which was not distributed by source of receipt, reduced the estimate of 
2005 receipts by $15 billion.

                                     

          Table 20-1.  COMPARISON OF ACTUAL 2005 RECEIPTS WITH THE INITIAL CURRENT SERVICES  ESTIMATES
                                            (In billions of dollars)
----------------------------------------------------------------------------------------------------------------
                                                         Enacted
                                           February   legislation/    Different  Technical     Net
                                             2004    administrative   economic     factors    change     Actual
                                           estimate      actions     conditions
----------------------------------------------------------------------------------------------------------------
Individual income taxes.................       882           -16            13         48         45        927
Corporation income taxes................       222            -2           -26         84         56        278
Social insurance and retirement receipts       794   ..............          8         -8          *        794
Excise taxes............................        73             2            -*         -2         -*         73
Estate and gift taxes...................        21             2             *          2          3         25
Customs duties..........................        22            -*             1         -*          1         23
Miscellaneous receipts..................        37             *             1         -4         -4         33
Adjustment for revenue uncertainty......       -15   ..............  ..........        15         15   .........
                                         -----------------------------------------------------------------------
  Total receipts........................     2,037           -14            -3        134        117      2,154
----------------------------------------------------------------------------------------------------------------
* $500 million or less.


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   Policy differences. Certain provisions in the 2001 and 2003 tax cuts 
were assumed to be extended in the February 2004 current services 
estimates. These provisions, which included tax rate reductions, 
marriage penalty relief, and increases in the child tax credit, reduced 
the current services estimate of 2005 receipts by $12 billion. These 
provisions were extended in the Working Families Tax Relief Act of 2004. 
Other legislated tax changes after February 2004 that affected 2005 
receipts included the Pension Funding Equity Act and the American Jobs 
Creation Act of 2005. In total, these legislated tax changes reduced 
2005 receipts by $26 billion, which was $14 billion more than the $12 
billion in tax reductions already reflected in the current services 
estimates.
   Economic differences. Differences between the economic assumptions 
upon which the current services estimates were based and actual economic 
performance accounted for a reduction in 2005 receipts of a net $3 
billion. Higher than anticipated wages and salaries and other sources of 
personal income were in large part responsible for the increases in 
individual income taxes and social insurance and retirement receipts of 
$13 billion and $8 billion, respectively. These increases were more than 
offset by a $26 billion decrease in corporation income taxes, 
attributable to lower-than-expected corporate profits.
   Technical reestimates. Technical factors increased 2005 receipts by a 
net $134 billion above the February 2004 current services estimate. This 
net increase was primarily attributable to higher-than-anticipated 
collections of individual and corporation income taxes of $48 billion 
and $84 billion, respectively. Different collection patterns and 
effective tax rates than assumed in February 2004 were primarily 
responsible for the higher-than-anticipated collections of individual 
and corporation income taxes. Higher-than-anticipated collections of 
estate and gift taxes increased 2005 receipts an additional $2 billion 
above the February 2004 estimate. Lower-than-anticipated collections of 
other sources of receipts of nearly $15 billion were in large part 
captured by the adjustment for revenue uncertainty, resulting in no net 
effect on receipts, relative to the February 2004 estimate.

                                 Outlays

  Outlays for 2005 were $2,472 billion, $75 billion more than the $2,397 
billion current services estimate in the 2005 Budget (February 2004).
  Table 20-2 distributes the $75 billion net increase in outlays among 
discretionary and mandatory programs and net interest. \2\ The table 
also makes rough estimates according to three reasons for the changes: 
policy; economic conditions; and technical estimating differences, a 
residual.
---------------------------------------------------------------------------
  \2\ Discretionary programs are controlled by annual appropriations, 
while mandatory programs are generally controlled by authorizing 
legislation. Mandatory programs are mostly formula benefit or 
entitlement programs with permanent spending authority that depend on 
eligibility criteria, benefit levels, and other factors. 
---------------------------------------------------------------------------

                                     

           Table 20-2.  COMPARISON OF ACTUAL 2005 OUTLAYS WITH THE INITIAL CURRENT SERVICES ESTIMATES
                                              (Outlays in billions)
----------------------------------------------------------------------------------------------------------------
                                                     Current                   Changes
                                                     Services -----------------------------------------
                                                      (Feb.                                     Total    Actual
                                                      2004)     Policy   Economic  Technical   changes
----------------------------------------------------------------------------------------------------------------
Discretionary:
  Defense.........................................        439        39  ........         15        55       494
  Nondefense......................................        471        10  ........         -6         4       475
                                                   -------------------------------------------------------------
    Subtotal, discretionary.......................        910        50  ........          9        59       968
 
Mandatory:
  Social Security.................................        510        -*         5          3         8       519
  Other programs..................................        799         6        -*         -3         2       801
                                                   -------------------------------------------------------------
    Subtotal, mandatory...........................      1,309         6         5         -*        11     1,320
 
Net interest......................................        178         1         3          2         6       184
                                                   -------------------------------------------------------------
    Total outlays.................................      2,397        57         8         11        75     2,472
----------------------------------------------------------------------------------------------------------------
* $500 million or less.


          Table 20-3.  COMPARISON OF THE ACTUAL 2005 DEFICIT WITH THE INITIAL CURRENT SERVICES ESTIMATE
                                                  (In billions)
----------------------------------------------------------------------------------------------------------------
                                                      Current                  Changes
                                                     Services -----------------------------------------
                                                       (Feb.                                    Total    Actual
                                                       2004)    Policy   Economic  Technical   changes
----------------------------------------------------------------------------------------------------------------
Receipts...........................................     2,037       -14        -3        134       117     2,154
Outlays............................................     2,397        57         8         11        75     2,472
                                                    ------------------------------------------------------------
  Deficit..........................................       360        71        11       -123       -42       318
----------------------------------------------------------------------------------------------------------------
Note: Deficit changes are outlays minus receipts. For these changes, a plus indicates fan increase in the
  deficit.


  Table 20-4.  COMPARISON OF ACTUAL AND ESTIMATED OUTLAYS FOR MANDATORY AND RELATED PROGRAMS UNDER CURRENT LAW
                                            (In billions of dollars)
----------------------------------------------------------------------------------------------------------------
                                                                                          2005
                                                                       -----------------------------------------
                                                                          Feb. 2005
                                                                          estimate       Actual        Change
----------------------------------------------------------------------------------------------------------------
Mandatory outlays:
  Human resources programs:
    Education, training, employment, and social services..............        11            18             8
    Health:
      Medicaid........................................................       183           182            -1
      Other...........................................................        19            18            -*
                                                                       -----------------------------------------
        Total health..................................................       202           200            -2
    Medicare..........................................................       290           294             5
 
    Income security:
      Retirement and disability.......................................        99           100             1
      Unemployment compensation.......................................        41            32            -8
      Food and nutrition assistance...................................        43            45             2
      Other...........................................................       112           114             2
                                                                       -----------------------------------------
        Total, income security........................................       295           292            -3
    Social security...................................................       510           519             8
    Veterans benefits and services:
      Income security for veterans....................................        37            36            -1
      Other...........................................................         2             4             1
                                                                       -----------------------------------------
        Total veterans benefits and services..........................        39            40             1
                                                                       -----------------------------------------
        Total mandatory human resources programs......................     1,347         1,363            16
                                                                       -----------------------------------------
  Other functions:
    Agriculture.......................................................        17            21             4
    International.....................................................        -2            -4            -2
    Deposit insurance.................................................        -2            -1             *
    Other functions...................................................        12             7            -5
                                                                       -----------------------------------------
        Total, other functions........................................        25            22            -3
                                                                       -----------------------------------------
  Undistributed offsetting receipts:
    Employer share, employee retirement...............................       -57           -59            -2
    Rents and royalties on the outer continental shelf................        -5            -6            -1
    Other undistributed offsetting receipts...........................        -*            -*            -*
                                                                       -----------------------------------------
        Total undistributed offsetting receipts.......................       -62           -65            -3
                                                                       -----------------------------------------
      Total, mandatory................................................     1,309         1,320            11
                                                                       -----------------------------------------
Net interest:
    Interest on Treasury debt securities (gross)......................       350           352             2
    Interest received by trust funds..................................      -161          -161            -*
    Other interest....................................................       -11            -7             4
                                                                       -----------------------------------------
      Total net interest..............................................       178           184             6
                                                                       -----------------------------------------
        Total outlays for mandatory and net interest..................     1,487         1,504            17
----------------------------------------------------------------------------------------------------------------
* $500 million or less.


                              Table 20-5.  RECONCILIATION OF FINAL AMOUNTS FOR 2005
                                            (In millions of dollars)
----------------------------------------------------------------------------------------------------------------
                                                                     Receipts         Outlays         Deficit
----------------------------------------------------------------------------------------------------------------
Totals published by Treasury (September 30 MTS).................       2,154,305       2,472,920        -318,615
  Miscellaneous Treasury adjustments............................            -977          -1,125             148
                                                                 -----------------------------------------------
Totals published by Treasury in Combined Statement..............       2,153,328       2,471,796        -318,468
 
  Affordable Housing Program....................................             232             198              34
  Exchange Stabilization Fund...................................  ..............            -169             169
  Public Company Accounting Oversight Board.....................             130             130  ..............
  National Railroad Retirement Investment Trust.................  ..............              70             -70
  United Mine Workers of America benefit funds..................             125             125  ..............
  Other.........................................................              44              55             -11
                                                                 -----------------------------------------------
  Total adjustments, net........................................             531             409             122
 
Totals in the budget............................................       2,153,859       2,472,205        -318,346
 
MEMORANDUM:
  Total change since year-end statement.........................            -446            -715             269
----------------------------------------------------------------------------------------------------------------

  Policy changes are the result of legislative actions that change 
spending levels, primarily through higher or lower appropriations or 
changes in authorizing legislation, which may themselves reflect 
responses to changed economic conditions. For 2005, policy changes 
increased outlays by an estimated $57 billion relative to the initial 
current services estimates.
  Policy changes increased discretionary outlays by $50 billion. Defense 
discretionary outlays increased by $39 billion and nondefense 
discretionary outlays increased by $10 billion. A significant portion of 
both defense and nondefense outlay increases resulted from enactment of 
the Emergency Hurricane Supplemental Appropriations Acts in 2004 and the 
Emergency Supplemental Appropriations Act for Defense, the Global War on 
Terror, and Tsunami Relief in 2005. Policy changes increased mandatory 
outlays by $6 billion above current law. Drought and other aid to 
farmers enacted in one of the Emergency Hurricane Supplemental Appropria

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tions Acts in 2004, increased agricultural outlays by $3 billion. In 
addition, child tax credit outlays increased by $2 billion due to 
enactment of the Working Families Tax Relief Act of 2004. The remaining 
$1 billion increase largely consists of tobacco payments and higher 
outlays for other mandatory programs, partially offset by the extension 
of expiring Customs user fees and a delay in obligations by the Crime 
Victims Fund. Debt service costs increased by $1 billion due to outlay 
and revenue policy changes.
  Economic conditions that differed from those forecast in February 2004 
resulted in a net increase in outlays of $8 billion. The most 
significant changes consist of a $5 billion increase in Social Security 
benefits largely resulting from higher cost-of-living adjustments and a 
$3 billion increase in net interest due to higher-than-expected interest 
rates.
  Technical estimating differences and other changes resulted in a net 
increase in outlays of $11 billion. Technical changes result from 
changes in such factors as the number of beneficiaries for entitlement 
programs, crop conditions, or other factors not associated with policy 
changes or economic conditions. Outlays for discretionary programs 
increased an estimated $9 billion because budget authority for defense 
programs was spent faster than expected, partially offset by slower-
than-expected outlays for nondefense programs. The technical outlay 
change for mandatory programs netted to a decrease of less than $500 
million. Higher-than-anticipated outlays for higher-education programs, 
Medicare, and other mandatory programs were slightly more than offset by 
lower-than-anticipated outlays for unemployment compensation and other 
programs. Net interest outlays increased by $2 billion due to technical 
factors compared to the February 2004 estimates.

                                 Deficit

  The preceding two sections discussed the differences between the 
initial current services estimates and the actual amounts of Federal 
Government receipts and outlays for 2005. This section combines these 
effects to show the net impact of these differences.
  As shown in Table 20-3, the 2005 current services deficit was 
initially estimated to be $360 billion. The actual deficit was $318 
billion, which was a $42 billion decrease from the initial estimate. 
Receipts were $117 billion more than the initial estimate and outlays 
were $75 billion more. The table shows the distribution of the changes 
according to the categories in the preceding two sections.
  The net effect of policy changes for receipts and outlays increased 
the deficit by $71 billion. Economic conditions that differed from the 
initial assumptions in February 2004 accounted for an estimated $11 
billion increase in the deficit. Technical factors reduced the deficit 
by an estimated $123 billion.

Comparison of the Actual and Estimated Outlays

               Outlays for Mandatory and Related Programs

                            Programs for 2005

  This section compares the original 2005 outlay estimates for mandatory 
and related programs under current law in the 2005 Budget (February 
2004) with the actual outlays. Major examples of these programs include 
Social Security and Medicare benefits for the elderly, agricultural 
price support payments to farmers, and deposit insurance for banks and 
thrift institutions. This category also includes net interest outlays 
and undistributed offsetting receipts.
  A number of factors may cause differences between the amounts 
estimated in the budget and the actual mandatory outlays. For example, 
legislation may change benefit rates or coverage; the actual number of 
beneficiaries may differ from the number estimated; or economic 
conditions (such as inflation or interest rates) may differ from what 
was assumed in making the original estimates.
  Table 20-4 shows the differences between the actual outlays for these 
programs in 2005 and the amounts originally estimated in the 2005 
Budget, based on laws in effect at that time. Actual outlays for 
mandatory spending and net interest in 2005 were $1,504 billion, which 
was $17 billion more than the initial estimate of $1,487 billion, based 
on existing law in February 2004.
  As table 20-4 shows, actual outlays for mandatory human resources 
programs were $1,363 billion, $16 billion more than originally 
estimated. This increase was the net effect of legislative action, 
differences between actual and assumed economic conditions, differences 
between the anticipated and actual number of beneficiaries, and other 
technical differences. Outlays for other functions were $3 billion less 
than originally estimated. Undistributed offsetting receipts were $3 
billion higher than expected, thus reducing total outlays.

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  Outlays for net interest were $184 billion, or $6 billion more than 
the original estimate. This increase was the net effect of changes in 
interest rates from those initially assumed, changes in borrowing 
requirements due to differences in surpluses, and technical factors.

  Reconciliation of Differences with Amounts Published by Treasury for 
                                  2005

  Table 20-5 provides a reconciliation of the receipts, outlays, and 
deficit totals published by the Department of the Treasury in the 
September 2005 Monthly Treasury Statement and those published in this 
Budget. The Department of the Treasury made adjustments to the estimates 
for the Combined Statement of Receipts, Outlays, and Balances, which 
decreased receipts and outlays by $977 million and $1,125 million, 
respectively. Most of this adjustment was the correction of reporting 
for the unemployment insurance program. Additional adjustments for this 
Budget increased receipts by $531 million and outlays by $409 million. 
Several financial

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transactions that are not reported to the Department of the Treasury, 
including those for the Affordable Housing Program, the Public Company 
Accounting Oversight Board, and the United Mine Workers of America 
benefit funds, are included in the budget. Other significant conceptual 
differences in reporting are for the National Railroad Retirement 
Investment Trust (NRRIT) and the Exchange Stabilization Fund. Reporting 
to the Department of the Treasury for the NRRIT is done with a one month 
lag so that the fiscal year total provided in the Treasury Combined 
Statement covers September 2004 through August 2005. The budget has been 
adjusted to reflect transactions that occurred during the actual fiscal 
year, which begins in October. For the Exchange Stabilization Fund, 
reporting for the budget excludes the gains and losses in the valuation 
of foreign currencies held in the fund.

  Part II:  HISTORICAL COMPARISON OF ACTUAL TO ESTIMATED SURPLUSES OR 
                                DEFICITS

  This part of the chapter compares estimated surpluses or deficits to 
actual outcomes over the last two decades. The first section compares 
the estimate for the budget year of each budget with the subsequent 
actual result. The second section extends the comparison to the 
estimated surpluses or deficits for each year of the budget window: that 
is, for the current year through the fourth year following the budget 
year. This part concludes with some observations on the historical 
record of estimates of the surplus or deficit versus the subsequent 
actual outcomes.

                Table 20-6.  COMPARISON OF ESTIMATED AND ACTUAL SURPLUSES OR DEFICITS SINCE 1982
                                            (In billions of dollars)
----------------------------------------------------------------------------------------------------------------
                                              Surplus          Differences due to
                                            or deficit ----------------------------------
                                                (-)                                                     Actual
                 Budget                      estimated                                       Total    surplus or
                                                for       Enacted    Economic  Technical  difference   deficit(-
                                              budget    legislation   factors    factors                   )
                                             year \1\
----------------------------------------------------------------------------------------------------------------
 
1982......................................         -62          15        -70        -11        -66        -128
1983......................................        -107         -12        -67        -22       -101        -208
1984......................................        -203         -21         38         -0         17        -185
1985......................................        -195         -12        -17         12        -17        -212
1986......................................        -180          -8        -27         -7        -41        -221
1987......................................        -144           2        -16          8         -6        -150
1988......................................        -111          -9        -19        -16        -44        -155
1989......................................        -130         -22         10        -11        -23        -153
1990......................................         -91         -21        -31        -79       -131        -221
1991......................................         -63          21        -85       -143       -206        -269
1992......................................        -281         -36        -21         48         -9        -290
1993......................................        -350          -8        -13        115         95        -255
1994......................................        -264          -8         16         52         61        -203
1995......................................        -165         -18          1         18          1        -164
1996......................................        -197           6         53         30         89        -107
1997......................................        -140           1         -4        121        118         -22
1998......................................        -121          -9         48        151        190          69
1999......................................          10         -22         56         82        116         126
2000......................................         117         -42         88         73        119         236
2001......................................         184        -129         32         41        -56         128
2002......................................         231        -104       -201        -84       -389        -158
2003......................................         -80         -86        -34       -177       -297        -378
2004......................................        -307        -122        -22         39       -105        -412
2005......................................        -364         -67        -11        123         45        -318
 
Average...................................                     -30        -12         15        -27
Absolute average \2\......................                      33         41         61         98
Standard deviation........................                      42         58         80        134
----------------------------------------------------------------------------------------------------------------
\1\ Surplus or deficit estimate includes the effect of the budget's policy proposals.
 
\2\ Absolute average is the average without regard to sign.

Historical Comparison of Actual to Estimated Results for the Budget Year

  Table 20-6 compares the estimated and actual surpluses or deficits 
since the deficit estimated for 1982 in the 1982 Budget. The estimated 
surpluses or deficits for each budget include the Administration's 
policy proposals. Therefore, the original deficit estimate for 2005 
differs from that shown in Table 20-3, which is on a current services 
basis. Earlier comparisons of actual and estimated surpluses or deficits 
were on a policy basis, so for consistency the figures in Table 20-6 are 
on this basis.
  On average, the estimates for the budget year underestimated actual 
deficits (or overestimated actual surpluses) by $27 billion over the 24-
year period. Policy outcomes that differed from the original proposals 
increased the deficit by an average of $30 billion. Differences between 
economic assumptions and actual economic performance increased the 
deficit an average of $12 billion. Differences due to these two factors 
were partly offset by technical revisions, which reduced the deficit an 
average of $15 billion.
  The relatively small average difference between actual and estimated 
deficits conceals a wide variation in the differences from budget to 
budget. The differences ranged from a $389 billion underestimate of the 
deficit to a $190 billion overestimate. The $389 billion underestimate, 
in the 2002 Budget, was due largely to receipt shortfalls related to the 
2001 recession and associated weak stock market performance. About a 
quarter of the underestimate was due to increased spending for recovery 
from the September 11, 2001 terrorist attacks, homeland security 
measures, and the war against terror, along with lower receipts due to 
tax relief in the March 2002 economic stimulus act. The $190 billion 
overestimate of the deficit in the 1998 Budget stemmed largely from 
stronger-than-expected economic growth and a surge in individual income 
tax collections beyond that accounted for by economic factors.
  Because the average deficit difference obscures the degree of under- 
and overestimation in the historical data, a more appropriate statistic 
to measure the magnitude of the differences is the average absolute 
difference. This statistic measures the difference without regard to 
whether it was an under- or overestimate.

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Since 1982, the average absolute difference has been $98 billion.
  Another measure of variability is the standard deviation. This 
statistic measures the dispersion of the data around the average value. 
The standard deviation of the deficit differences since 1982 is $134 
billion. Like the average absolute difference, this measure illustrates 
the high degree of variation in the difference between estimates and 
actual deficits.
  The large variability in errors in estimates of the surplus or deficit 
for the budget year underscores the inherent uncertainties in estimating 
the future path of the Federal budget. Some estimating errors are 
unavoidable, because of differences between the President's original 
budget proposals and the legislation that Congress subsequently enacts. 
Occasionally such differences are huge, such as additional 
appropriations for disaster recovery, homeland security, and war efforts 
in response to the terrorist attacks of September 11, 2001, which were 
obviously not envisioned in the President's Budget submitted the 
previous February. Even aside from differences in policy outcomes, 
errors in budget estimates can arise from new economic developments, 
unexpected changes in program costs, shifts in taxpayer behavior, and 
other factors. The budget impact of changes in economic assumptions is 
discussed further in Chapter 12 of this volume, ``Economic 
Assumptions.''

    Five-Year Comparison of Actual to Estimated Surpluses or Deficits

  The substantial differences between actual surpluses or deficits and 
the budget year estimates made less than two years earlier raises 
questions about the degree of variability for estimates of years beyond 
the budget year. Table 20-7 shows the summary statistics for the 
differences for the current year (CY), budget year (BY), and the four 
succeeding years (BY+1 through BY+4). These are the years that are 
required to be estimated in the budget by the Budget Enforcement Act of 
1990.
  On average, the budget estimates since 1982 overstated the deficit in 
the current year by $20 billion, but underestimated the deficit in the 
budget year by $27 billion. The budget estimates understated the deficit 
in the years following, by amounts growing from $63 billion for BY+1 to 
$121 billion for BY+4. While these results suggest a tendency to 
underestimate deficits toward the end of the budget horizon, the 
averages are not statistically different from zero in light of the high 
variation in the data.


Table 20-7.  DIFFERENCES BETWEEN ESTIMATED AND ACTUAL SURPLUSES OR DEFICITS FOR FIVE-YEAR BUDGET ESTIMATES SINCE
                                                      1982
                                            (In billions of dollars)
----------------------------------------------------------------------------------------------------------------
                                                                             Estimate for budget year plus
                                                 Current     Budget  -------------------------------------------
                                                   year       year                            Three       Four
                                                 estimate   estimate   One year  Two years    years      years
                                                                        (BY+1)     (BY+2)     (BY+3)     (BY+4)
----------------------------------------------------------------------------------------------------------------
Average difference \1\........................         20        -27        -63        -99       -118       -121
Average absolute difference \2\...............         53         98        153        210        240        255
Standard deviation............................         65        134        206        254        273        281
----------------------------------------------------------------------------------------------------------------
\1\ A positive figure represents an underestimate of the surplus or an overestimate of the deficit.
\2\ Average absolute difference is the difference without regard to sign.

  The average absolute difference between estimated and actual deficits 
grows dramatically over the six years from CY through BY+4, from $53 
billion in the current year to $98 billion for the budget year, to $255 
billion for BY+4. While under- and overestimates of the deficit have 
historically tended to average out, the

[[Page 337]]

absolute size of the under- or overestimates grows as the estimates 
extend further into the future. The standard deviation of the deficit 
differences shows the same pattern. The standard deviation grows from 
$65 billion for current year estimates to $134 billion for the budget 
year estimates and continues to increase steadily as the estimates 
extend further out, reaching $281 billion for BY+4.
  The estimates of variability in the difference between estimated and 
actual deficits can be used to construct a range of uncertainty around a 
given set of estimates. Statistically, if these differences are normally 
distributed, the actual deficit will be within a range of two standard 
deviations above or below the estimate about 90 percent of the time. 
Chart 20-1 shows this range of two standard deviations applied to the 
deficit estimates in this Budget. This chart illustrates that unforeseen 
economic developments, policy outcomes, or other factors could give rise 
to large swings in the deficit estimates.