It isn't an schedule in the same sense as tax forms can be forms or schedules. Providing this information in the explanation section will clear this error.
From the 140 instructions:
If you received tax exempt interest from municipal bonds,
keep a schedule listing the payors and the amount received
from each payor for your records. You should also keep
supporting documents for amounts received from Arizona
municipal bonds that are exempt from Arizona income tax.
These may be items such as bank statements, brokerage
statements, etc.
