You will file part-year in both states and allocate based on the period of residence for each state. In the "My Info" section indicate you lived in AZ on 31 Dec and answer "Yes" you lived in another state (MA). Enter the date you moved to AZ. In the "Wages & Income" section enter the form W2 just as you received it (corrected version). Finally in each of the state interviews you will allocate each of your income sources based on you time in each state (i.e. 11/12 months wages in MA).
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