By John Dodge

By John Dodge

CHICAGO (CBS) — As David Letterman prepares for his final months of his “Late Show,” will his first-ever late night guest be his last guest?

Bill Murray joined Letterman on NBC back in 1982 for the premiere of “Late Night With David Letterman.”

Murray told Howard Stern on Wednesday that he would be happy to be Dave’s final guest as well, although he hasn’t been asked. The final show will air in 2015.

“That’s certainly not my call,” he said. “If he asked me to clean out the garage, I would help him. Being on the show is no problem.”

“David is a wonderful guy, and he is my friend. He is extraordinarily professional. He works so hard at that job. I have known him many years, and I really love him.”

Murray joined Stern to promote his new film “St. Vincent,” which Murray said will be a huge hit. There is buzz that Murray’s performance is worthy of an Academy Award nomination.

“I play myself,” said Murray, who plays a grumpy, drunken neighbor who befriends the boy next door.

Murray told a funny story about Roger Ebert’s criticism of Murray as a serious actor.

“He knew I was a Chicago guy, and he cut me absolutely no slack,” Murray said.

“One year at the Cannes Film Festival press conference, Ebert made a complimentary remark about Murray’s work in “Broken Flowers.”

Murray saw his chance for a bit of good-natured revenge.

“I said, ‘That’s something coming from you, [Roger], because I was told when I was young that I should never be allowed to do anything but comedy.’

“And he bit and said, Who said that? And I said, You did, Roger, in the Chicago Sun-Times.’

“And he just went, ‘I was wrong.’

“But he was a good guy.”

Other revelations:

Murray has never seen “Forrest Gump.”

He doesn’t care for “Seinfeld.”

On relationships: “I don’t think I am lonely. It would be nice to go to some of these things with a date.” (He went to George Clooney’s wedding solo.)

He records “Saturday Night Live”–and watches it once in a while.

Full interview: