Yes, you do. If you are a nonresident, you must report income derived
from Arizona sources per AZ Department of Revenue https://www.azdor.gov/Portals/0/ADOR-forms/TY2016/10100/140NRBooklet.pdf
If you are in this state for a temporary
or transitory purpose or did not live in Arizona but received
income from sources within Arizona during 2016, you are
subject to Arizona tax.
Income from Arizona sources includes
the following:
- wages,
- rental income,
- business income,
- the sale of Arizona real estate,
- interest and dividends having a taxable or business situs,
in this state, and
- any other income from an Arizona sources.
To file an Arizona nonresident income tax return, click on How do I file a nonresident state return?