“Yes, the furnace filter taped to the box fan is fairly good. Low speed only, I would say. Also, like any filter, you’ll need one that is rated for smoke.”
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Good points!
For reference, furnace and central air system return air filters are MERV rated, rather than HEPA rated. HEPA 13 is “hospital” grade filtration fineness. The equivalent in a MERV rated furnace or central air filter replacement cartridge would be a MERV 16 filter.
These types of furnace/return air filters typically do not remove volitile organic compounds due to their lack of a carbon filter material layer, but you can add a layer of carbon filtration to an ad-hoc box fan air filter with a sheet or sheets of carbon filter material (available for window mounted air conditioners), between the filter cartridge and the box fan.
While you’re at it, place a little something between the fan motor and the filter material to lift it a bit allowing airflow colling to the box fan motor.
~Easy
er cooling, not colling... 😜
The carbon layer can instead be taped as a pre-filter to the outside of the furnace filter, as it will need replacing more often than the filter, anyway.
The best one is called a Corsi-Rosenthal box. Here is a video on how to make one.