Yes. You do not have to file a New York non-resident income tax return if you are fully remote from New Jersey and did not work a day in New York.
New York can only tax you if you are working “within and without” New York state.
Be aware, New York is very aggressive about taxing telecommuters, so you may receive a letter from NY at some point, so keep your letter from your employer.
Read the discussion by @kristinelbly in I work for a NY company, remotely from NC. I spent 1 day in 2017 on site, but my W-2 has full salary...
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