According to the 2018 instructions for Arizona Form 140, you may not need to file an Arizona return. Please see the following:
Do You Have to File if You Are in the Military?
You must file if you meet the Arizona filing requirements
unless all of the following apply to you:
• You are an active duty member of the United States
armed forces.
• Your only income for the taxable year is pay received for
active duty military service.
• There was no Arizona tax withheld from your active duty
military pay.
If Arizona tax was withheld from your active duty military
pay, you must file an Arizona income tax return to claim any
refund you may be due from that withholding.
You must also file an Arizona income tax return if you have
any other income besides pay received for active duty military
