If you were a full-year resident of New York, tell the program that you earned income in other states.
FILE NON-RESIDENT state returns for New Jersey and then Connecticut.
When you file non-resident state returns, the program will ask how much income you earned in each state. YOU will enter that, the program will not take the amount from your W-2
Don't say that you lived in any other state, only that you earned income in another state.
Do the New York return last.
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