I had to do that for the 2007/2008 tax years.
I purchased TurboTax for both years and submitted separately. It is easier to do 2018 first, because you will have it for side by side comparisons for this years 2019 tax return, and your 2019 will take very little time (in comparison to 2018).
You cannot combine them into one return. They must each be prepared separately and submitted separately.
The 2018 return must be printed and mailed; the 2019 return can still be electronically filed.
See the following TurboTax article for more information about creating and filing a 2018 tax return:
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