State tax filing

My payslips in 2020 all clearly show that I resident in NJ and work in NJ.  I assume my employer count me as a NJ employee (by mistake).  I also assume my name was provided by my employer to the NJ IRS and/or state of labor, not not to NY.   In other way, I am in the NJ system, not in NY system, presumably.  Should I still file both NY and NJ?