Center the five coefficients at lags . Their transfer function is real:
Choosing consecutive causal lags instead only adds a phase and leaves the squared modulus unchanged. After applications, the white noise spectral density has become
Write . Completing the square gives
For , its range is , and its absolute maximum is , attained exactly when . Consequently, on the conventional nonnegative frequency range ,
On the two-sided range there is also a peak at ; the ratio there is one for every . This is a counterexample to the claim if read literally on a signed frequency domain. The correct two-sided exclusion is .
The result illustrates how repeated symmetric filtering can amplify an oscillation. Although preserves a constant component, amplifies period-six oscillations. Repetition selects an increasingly narrow frequency band around those peaks; it does not simply smooth all noise away. In fact the unnormalized output variance eventually grows without bound, since a fixed interval around either peak has .