No, if you did not have any earned or unearned income while living in Arizona then you will not be required to file a Arizona tax return if you did not establish residency in the state of Arizona prior to Dec 31, 2016.
According to the Arizona Department of Revenue, Arizona residents are subject to state income tax on taxable income wherever derived, and non-residents are subject to tax on taxable income from activities within or derived from sources within the state. Income from Arizona sources includes wages, rental income, business income, the sale of real estate in Arizona, interest and dividends from a business located in Arizona, and others.
Part-year residents are subject to Arizona tax on all their income from all sources during the portion of the year they are considered Arizona residents. During the portion of the year before moving to Arizona, or after leaving Arizona, as applicable, they would be subject to Arizona state income tax only on income from Arizona sources.
However, As a part-year resident, you are subject to Arizona tax on any income you earned in Arizona while an Arizona resident and any income you earned from an Arizona source before moving to (or after leaving) the State. If you are subject to tax by both Arizona and another state on the same income, you may be eligible for a tax credit. For more information, see Arizona Form 309.
