Yes. If you are the owner of the property you may act as your own contractor. Part of the application process will ask you to sign affirming the following per the Arizona State Statute:
"I am the owner of the property. I am doing the work myself or with duly licensed contractors. The improvements to the property are intended for occupancy solely by the owner and are not intended for occupancy by members of the public, as the owner's employees or business visitors, and the structures or appurtenances are not intended for sale or for rent."