How do i avoid New jersey health insurance penalty?

Hello - 

I was living in NJ from January - August and had active health insurance all those months.

Since September, I have been living abroad (moved out of NJ) and do not have any health insurance.

 

Would I still have to pay the NJ health insurance penalty (even though I will have lived outside of NJ from September - December)? How do I avoid this penalty?

 

Thanks!