You must file a nonresident tax return in the state of Arizona if you have earned any Arizona source income. Rental income does count as an Arizona source income. Please view page 7 of the Arizona nonresident booklet below.
https://www.azdor.gov/Portals/0/ADOR-forms/TY2016/10100/140NRBooklet.pdf
Please view the Turbo Tax FAQ below for instructions on how to file a nonresident tax return.
https://ttlc.intuit.com/replies/3302052
