You must file two state tax returns: a non-resident return in AR, and a resident return in OK. In TurboTax, be sure to complete the non-resident return first, before you do your home state return. You'll be able to claim a credit on your OK return for the taxes paid to AR on the income that is taxable by both states.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.