It sure seems like it by watching the above video. The Suns' Dudley stops by his alma mater Boston College and randomly drops this line in an interview, "maybe one day, maybe I'll be a Celtic. You never know."
He could just be playing to the Boston audience, as he was being interviewed by local media here. Though maybe he does actually have his sights set on Boston. He is friendly with Boston sports guy, Bill Simmons, after all. The Suns are also in full rebuilding mode so he might enjoy playing for a contending team and another pass happy point guard like Rondo.
h/t to JHB in the shoutbox