You were correct to say "Yes". If you had insurance through the Marketplace, that is the insurance from ACA, Affordable Care Act. It should have prompted you to enter information from your Form 1095-A to reconcile any Premium Tax Credit on Form 8962. This is the form in rejection code F8962-070, so it is looking for information in a 1095-A that matches what the Marketplace at healthcare.gov sent to the IRS.
If you have not received a Form 1095-A by mail, there is an online copy at Healthcare.gov under tax forms.
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