Yes, it is still valid if it was valid in Minnesota. However, submitting the will to probate court will be simpler if there is an Arizona-specific self proving affidavit with the signature page.
I recommend the use of Arizona-specific financial and medical powers of attorney for incapacity planning.
Also, your family will appreciate having an Arizona estate attorney to help them in the event of your death or incapacity. You should find a lawyer you are comfortable with and stay in touch over the years.