From Muppet Wiki

The Ernie Statue appeared in an Ernie and Bert sketch when the two go to Egypt to explore a pyramid. Ernie sees him moving and talking but, Bert thinks it's just Ernie's imagination. At the end as Bert and Ernie were leaving the pyramid, Ernie said goodbye to the statue while Bert thought it was silly and laughed and said goodbye to the statue too. The statue said goodbye to Bert, and laughed like Ernie while Bert ran away fast.