You don't "apply" for state residency. It is determined by a number of factors, not the least of which is your intent (see "What makes you a resident of a state (or country)?", below).
You may have not changed your state of residence in 2016.
If you did not change your state of residence, answer "No" when asked if you "Lived in another state in 2016?" (in the Personal Info interview). That question only applies if you changed your state of residence in 2016.
"What makes you a resident of a state (or country)?
Generally, you're a resident of a state (or country) if you intend to either stay there permanently, or return there after a temporary absence. It's where home is – where you come back to after being away on vacation, business trip, overseas or out-of-state employment, or school. Many factors are considered, not the least of which are where you are registered to vote, own homestead property and are licensed to drive.
Residency rules vary from state to state. For example, if you spend more than a certain number of days in some states, you're considered a resident whether it makes sense to you or not. If you have any concerns, check with your State Department of Revenue for specific residency rules, especially as they apply to your particular situation.