File an Arkansas nonresident return. If you do not live in the city of Texarkana, your income does not receive the special exemption treatment that residents of that city receive from Arkansas. Here is a question I answered that discussed the provision: https://ttlc.intuit.com/questions/3716598 (Click on link; additional references available with that link).
You will want to make sure not to exempt the income, unless you are aware that your area of Texas is included as part of Texarkana. If not, file an Arkansas nonresident return that states you do not live in Texarkana. See the screenshot below where this question appears in the AR nonresident return. (You may have a prepopulated "yes" based on your zip code. Also, make sure you don't qualify for the exemption):