You can allocate part of those losses to your California return if it is is beneficial to you. You would need to determine an allocation ratio based on the time you lived in Arizona and California. It does say in the text where you enter this into your Arizona return that you would enter this while a Arizona resident plus ALL Arizona sourced items during the period you were a non-resident. From this, I would conclude you may enter the entire amount of the losses in your Arizona return.
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