Yes, you can enter both into your return, but they are entered in two different places.

The SSA-1099 is the form that reports your Social Security income.

The 1099-R reports income from a retirement plan (like a 401(k) plan) or from an IRA.

These have to be entered on separate screens so that TurboTax knows that they are different. They are taxed differently on both the federal and state level.

To enter your AZ retirement, please follow these steps:

1. Click on Federal > Wages & Income.
2. Scroll down to the Retirement Plans and Social Security section and click on the Start/Revisit box next to IRA, 4701(k), Pension Plan Withdrawals (1099-R).
3. On the screen, Who gave you a 1099-R? click the first box, Financial institution or other provider (1099-R) and click Continue.  [See screenshot #1 below.]
4. When entering your 1099-R from the AZ State Retirement System, be sure to enter AZ in Box 15 (State), even if there is no state withholding.  
5. A few screens later, you will see Where is your distribution from?  Mark the first radio button to indicate this is an AZ state pension.  [See screenshot #2 below.]

Screenshot #1

Screenshot #2