Gone on record = casually mentioned on a podcast once?
No he's said it a few times, he wrote it in his second autobiography as well. He spoke to us and Bolton, and was very tempted because he didn't want to relocate, but he chose Celtic because they were a club he wanted to say he'd once played for. He retired at the end of the same season because he had no hunger left.
Had he come here to play under Moyes, and had a game against Ferguson's United to look forward too, he'd have carried on for longer.