The filing requirement for NJ is $10,000 income from all sources, whether NJ or out of state ($20k if filing jointly, as head of household, or qualifying widow(er)). The filing requirement for PA is $33 in PA gross income. Because you lived in NY for 1/8 of the year (1.5/12 months), your filing requirement is 1/8 of the standard deduction for your filing status. As a single dependent, your filing requirement would be $388 in income during the time you lived in NY.
Based upon what you have said, you would not need to file a NJ return. You would definitely need to file a PA return, and you may need to file a NY return, depending upon when you earned your income.
