If you meet the filing requirement for Arizona you need to file an Arizona non-resident tax return. According to the Arizona Department of Revenue,
For non-resident individuals the threshold numbers for filing requirements are prorated based on the individual's Arizona gross income to their federal adjusted gross income.
The filing requirements are explained at the beginning of the instructions on all Arizona income tax returns. All tax forms and instructions are available to download under Individual Forms, or by visiting ADOR offices.
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