A students argues: “It doesn't matter where the filter (A) came from, if the result is quasi-independent observations [observations not distinguishable from white noise based on ar.yw() or ar.mle()],...

A students argues: “It doesn't matter where the filter (A) came from, if the result is quasi-independent observations [observations not distinguishable from white noise based on ar.yw() or ar.mle()], then the assumptions of the regression model are met.” Comment on this claim.