The 71-year-old will bow out against West Brom on Sunday at the Hawthorns, with Everton boss David Moyes set to replace him.
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|9/1||Manchester United are 9/1 with Bet365 to beat West Brom 2-0 on Sunday
"The fourth official on Sunday [against Swansea] showed be the board and it said eight minutes," Sir Alex told reporters. "I said, 'Think again'.
"That's been a part of it - the pressure you try and put on referees. But I saved mind games for opponents."
When asked about his plans for retirement, the manager joked that he plans to "drink all the vineyards dry", and reflected on the need for a new challenge, which brought him to Old Trafford in the first place.
He added: "At Aberdeen, I'd been there eight-and-a-half years, and I got to the point where I needed a new challenge.
"My old chairman at Aberdeen [Dick Donald] said to me, 'The only club that will ever satisfy you is Manchester United.'
"The connection was his son had played for Manchester United. That was six months before I came here and it all came true the following November."