You will need to file part-year resident returns for both PA and AR. More detailed steps of how to do this are outlined in the links below.
In addition, you will want to designate in the My Info section of TurboTax that you moved to a different state and TurboTax will help walk you through the preparation of both state returns.
And, yes, you will have to allocate your income for your state returns as to what was earned while living in PA versus what was earned while living in AR. By filing the part-year resident return, you should receive back the overpayment of taxes withheld for PA, but you may owe an underpayment penalty for AR if no taxes were withheld for that state.
Lastly, you will need to notify your employer to be sure to update your withholding taxes to be taken for your current state of AR.
Here is more detailed information on filing part-year resident returns in TurboTax, as well as information about allocating income.
https://ttlc.intuit.com/replies/3302008
https://ttlc.intuit.com/replies/4777389
