The answer is yes - if you earned all your wages while in NJ
there may be some issue with NY as they like to tax everything under the sun.
You will file as a non-resident.
You will file a NY return as a resident. Likely you will have to include the income on your NY return and then you'll get a credit for the NJ taxes. That's the way it works in IL/IN/WI/MI in the chicago area.
