Do I need to include bank statements as proof for allocating unearned income such as interest when mailing part-year state return (e.g. NJ-1040 and NJ 1040-NR)?

I have lived in NJ and then moved to PA last year. I have multiple saving accounts that generates interest and that interest should be splitted for state tax return. When mailing my part-year state return for NJ (NJ-1040 and NJ 1040-NR), I will mail my W2 and 1099, but do I need to also include bank statements to show how interest is allocated between two states? It seems a lot to print out all 12 months of statements from different banks and I am not comfortable giving account information unless necessary.