Rocket, 56, whose real name was Charles Claverie, was found dead in a field near his home in Canterbury on Oct 7. His throat had been cut, the medical examiner said.
"An investigation determined there was no criminal aspect to this case," State Police Sgt. J. Paul Vance said Monday.
Rocket was a cast member on NBC's "Saturday Night Live" during the 1980-81 season. The profanity incident happened during a spoof of the "Who Shot J.R.?" plot line on "Dallas," which created a nationwide sensation at the time.
"Dallas" star Charlene Tilton was the "SNL" guest host that week. Rocket, who came on stage in a wheelchair, uttered the profanity after he was asked what it was like to have been shot.
The incident sparked complaints from viewers and prompted NBC to issue an apology. Rocket was later dismissed along with other cast members and writers on the show amid weak ratings at the time.
He went on to appear in numerous TV shows, including "Moonlighting" and "Max Headroom," and provided voices for cartoon series. His movie credits included "Earth Girls are Easy," "Dumb and Dumber" and "Dances With Wolves," according to the Internet Movie Database.
Before his time on "Saturday Night Live," Rocket was briefly an anchorman at KOAA-TV in Pueblo, Colo., in 1977, where he went by the name Charles Claverie, KOAA News Operations Manager Greg Boyce said. He was also an anchor for a station in Rhode Island and played an influential role in the Providence, R.I., arts scene decades ago, friends said.
"I just think he was one of the nicest and funniest people I ever met," said Chip Young, who co-wrote a column on Rocket in a Providence paper. "He had so many friends and influenced so many people."