You need to file a non-resident PA return, in addition to your home state NJ return.
PA and NJ have tax reciprocity, but it applies only to W-2 earnings.
Be sure to prepare your non-resident PA return before you do your home state NJ return, so that NJ credits you for the taxes you pay to PA.
https://ttlc.intuit.com/questions/1901271-how-do-i-file-a-nonresident-state-return
**Answers are correct to the best of my ability but do not constitute tax or legal advice.