According to the Pennsylvania tax instructions (page 4 of 44 at the link below):
"If you are a PA resident, nonresident or a part-year PA resident, you must file a 2016 PA tax return if:
You received total PA gross taxable income in excess of $33 during 2016, even if no tax is due with your PA return; and/or
You incurred a loss from any transaction as an individual, sole proprietor, partner is a partnership or PA S corporation shareholder."
http://www.revenue.pa.gov/FormsandPublications/FormsforIndividuals/Documents/Personal%20Income%20Tax...
So, if you did not have taxable income (reported or not) in excess of $33 and/or you didn't incur a loss from any transactions, then you do not have to file a Pennsylvania return.
