It's close kin to an Iris, whatever it is. The old flower stem showing looks almost like Walking Iris (Neomarica gracilis).

Sisyrinchium brachypus. Yellow flowers and soft seed pods. A bird or animal could have brought the seed from somewhere.

With those flattened, leaf-like flower stems, I'm thinking Sisyrinchium californicum. The pictures I saw of S. brachypus had normal cylindrical flower stems.

S. brachypus has been renamed as S. californicum so both Tug and myself are both correct but Tug is more correct than me having the current name! The one that I grow was S. b. when i got the seeds, many years ago.
Actually Tugbrethil I think that most Sisyrinchium have the flattened flower stem though, as they are native to your country, I would not get into any debate on it.

So far as I know, only one species native to Arizona, and it has cylindrical stems and blue flowers--pretty rare, too!
Funny how the pictures that I saw of "S. brachypus" all had cylindrical stems, at least those that I could see stems on. :)

OK, I was wrong about Arizona: at least two species, blue S. demissum, and yellow S. arizonicum. The former has roughly cylindrical stems, and the latter has flattened, but very narrow stems. :}