As a J visa holder, you both are considered as 'exempt' by IRS for two years. It means they don't count your days when you live in the US. You are treated as a nonresident for two years from the year you first entered the US. Starting from 3rd year, if you reside in the US for at least 183 days, you may be considered as a resident for tax purposes if meet the Substantial Presence Test.
In your situation, both you and your spouse are considered as nonresidents for the year of 2016 and 2017. You are required to file a Form 1040NR. You will be filing Married Filing Separately as only residents are allowed to file Married Filing Jointly. Starting from 2018, if one of you resides in the US for at least 183 days, you will be considered as a US resident for tax purposes and have the possibility filing together. Nonresident to resident
Please note that TurboTax program does not support the Form 1040 NR. You are advised to visit Sprintax to complete your 2017 tax filing.
Please see attached article and link :
Exempt Individuals
Hope this helps!
