Living in NY and work in NJ filed wrong

Hi all,

I am NY resident and working in NJ. 

 

I filed non-resident for NJ and resident in NY.  I paid 4k to NY and requested for 7k refund from NJ but it was audited.  I thought I should pay NY only as I am the resident and pay NJ nothing. Done everything on turbotax and filed successfully.

 

I recently realized that I may have done it wrong. should I pay NJ tax and then receive NY refund? 

 

Is there anything I can do to help my situation?