You would answer that that you lived only in WY, as your going to Grad school, then would be a temporary absence for school purposes.
You would file a non-resident CO return then only if earned income in CO, or had CO taxes withheld to get the money back.
"A Colorado resident is a person who has made a home in Colorado, or a person whose intention is to be a Colorado resident. The department will consider, among other things, Colorado voter registration, Colorado vehicle registration, Colorado driver license, school registration, property ownership and residence of spouse or children in determining intention to be a Colorado resident."
Source: https://www.colorado.gov/pacific/sites/default/files/NewResidentGuide.pdf
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