I moved in May from Washington state to Arizona.How do I file state taxes? Washington doesn't have income tax, do I pay income tax to Arizona for my income in Washington?

I worked in one company in Seattle, WA until May. Then I relocated to Phoenix, AZ in May for the new job. In additional, I had a rental property in Colorado. 

Do I only pay taxes for the income made during the residency period in AZ. Or do I need to pay AZ state tax for all my income including the income made in WA. 

Thanks