AZ, would require you to file a return, as you would be an Arizona resident, however your State taxes paid in CA will usually wipe out any tax you would owe.
To consider it a rental property their are no forms to file per se, but you would have to show the property is actually to use it as a rental, meaning renting it out, and depreciating the property or claiming deductions
on the property as a real estate investment.
The following are typical tax deductions you should start claiming:
The actual cost of a house, apartment building, or other rental property is not fully deductible in the year in which you pay for it. Instead, landlords get back the cost of real estate through depreciation. This involves deducting a portion of the cost of the property over several years.
The cost of repairs to rental property (provided the repairs are ordinary, necessary, and reasonable in amount) are fully deductible in the year in which they are incurred. Good examples of deductible repairs include repainting, fixing gutters or floors, fixing leaks, plastering, and replacing broken windows.
Landlords are entitled to a tax deduction whenever they drive anywhere for their rental activity. For example, when you drive to your rental building to deal with a tenant complaint or go to the hardware store to purchase a part for a repair, you can deduct your travel expenses.