President Ali Abdullah Saleh was en route to the United States formedical treatment, Yemen's state news agency said on Monday, after a dramatic farewell speech that left his opponents wary.

The announcement came a day after Saleh in a televised address apparently marking the end of his rule appealed for forgiveness from the Yemeni people for "any shortcomings" during his 33 years in power.

"The president ... is on his way to the United States to continue what is left of his medical treatment" for wounds sustained in a June bomb attack on his compound, SABA news agency said on its website.

Saleh left late on Sunday for Oman with his five youngest children and his wife, according to a source close to the now "honorary president" of Yemen for the next month.

In his speech, Saleh said he would return to Yemen but not as president, signaling the veteran leader aims to implement a Gulf-brokered transition plan which calls for his resignation.

"I will go to the United States for treatment and will then return as head of the GPC," he said referring to his General People's Congress party.

However, the thousands of protesters who have been camped out at Sanaa's Change Square, the epicentre of a pro-democracy movement calling for Saleh's ouster over the past 12 months, cautioned it was too early to celebrate.

"We are still concerned that this latest move might be one of Saleh's games ... We will stay in the square until election day on February 21," said Walid Ammar, a youth leader, remaining sceptical.

"That is the day that Yemen's future will be decided," he said.

The activist said "there were no celebrations" in Yemen on Sunday night despite Saleh's speech and his departure to neighbouring Oman where he made a brief stopover.

"We will not celebrate until Saleh is tried," he added.

The departure followed a Yemeni parliament vote last week to grant Saleh blanket immunity from prosecution for crimes committed in the government crackdown on dissent that since last January has left hundreds dead.

The decision was in line with the Gulf transition plan.

Parliament on Saturday also adopted a law approving Saleh's long-time deputy, Vice President Abdrabuh Mansur Hadi, as the consensus candidate in the February election to succeed him.

For months, Saleh refused to sign the power-transition plan despite near daily mass protests calling for his resignation, as well as regional and international pressure demanding he step down.

The deadlock threw Yemen into chaos and left the economy of the already impoverished nation in shambles.

The US State Department said on Sunday that Washington approved a visit by Saleh for medical treatment but stressed it was on the understanding that he would stay only for a "limited time."