I think I actually saw this in the owner's manual!! I have an 07 GXP. The filter is located outside the cabin, underneath the passenger side windshield wiper. I think you need to run your wipers midway, and you can access the panel that covers the filter. Check your manual to be certain.
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2007 Grand Prix GXP
2004 Grand Am GT/SCT
1998 Ford Ranger XLT 4X4