So far, we haven't seen any official statement from David Letterman about the termination of The Late Show for alleged "financial reasons." I think though that we can all guess what he will say if and when he does say something. It also wouldn't surprise me to see him say it with a surprise cameo on that program soon. I'll bet they've invited him.
Or maybe Dave's statement is this just-released video of times on his Late Show when he ridiculed the folks at the network. He slammed NBC a lot when he was there too, and that probably was one of the lesser reasons — nowhere near as significant as others — that he did not get The Tonight Show after Mr. Carson decamped.
An exec with NBC years ago told me he thought that when Dave insulted his employers there, he was right about two-thirds of the time and dead wrong the other third. But he also said that calling his bosses pinheads and incompetents was one of the reasons — again, nowhere as significant as others — that Dave was as popular as he was. Most people hate their bosses and they love it when someone insults his (on national television, no less) and gets away with it…