What are those lights over Arizona, UFOs or maybe the military is testing something?

The witness reported that he saw 4 unknown bright lights flying in a square formation towards Yuma, Arizona a few days ago. 


Witness: Yuma Proving Grounds does military testing but I've has never seen like this in all 23 years of living here, I wish I could’ve recorded the 4 flying in a square formation but I couldn’t pull my phone out fast enough after I was done being in awe. 

They all disappeared at the same time. Only thing that was letting me see them was the crazy amount of light they were emitting, so it just looked like someone just turned some lights off. 

What are those lights over Arizona, UFOs or maybe the military is testing something?