Yes.  You should be able to use 2016 TurboTax to file both your federal and state taxes for the tax year of 2016.  As far as the previous year,  you will need the 2015 TurboTax version if there's any income incurred during the tax year of 2015. 

In the federal section, you will choose New Mexico as your state of residence.  Answer Yes to question asks if you have income from another state and follow the prompts.  

For the states, you should file a residency state for New Mexico and a nonresident return for Arizona reporting sale of home income. In the program, in order to avoid double taxation, after going through the step-by-step interview questions in the federal section, make sure you complete your nonresident state section first, before your residency state.