Assuming you're filing as AZ non-resident, all income derived from Arizona source is taxed by Arizona (including rental income). Download file: "FORMS_INDIVIDUAL_2018_140NR_NFi.pdf" from AZ DOR and read page 1.
I don't know if California will tax it too. You'll most likely have to download CA instructions to determine if and/or how CA will credit you for the AZ income and tax paid to Arizona.
Hope this helps! I'm not a tax pro, but had to file as AZ non-resident due to owning property in AZ, but lived in Iowa for all of 2018.
