Yes. You can’t file a joint federal return and a separate state return in TurboTax Online. You’ll need TurboTax CD/Download.
See How do I switch from TurboTax Online to TurboTax CD/Download?
Once your installed CD/Download and opened your tax return, you’ll use your joint return to create a mock Married Filing Separate return to prepare and file New Jersey.
See How do I prepare a joint federal return and separate state returns?
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