In 2018 i lived in pa and worked in nj do i have file state tax in both states

NJ and PA do have tax reciprocity for W-2 wages.

If your only income from NJ was W-2 wages, you do not have to file a NJ tax return.  That income is taxable only by your home state of PA.  If that's your situation, answer NO in the My Info section to the question about having income from other states.

>>However, if your NJ employer mistakenly withheld NJ state tax, you'd have to file a non-resident NJ return, showing zero NJ income, in order to receive a refund of those taxes. 

PA residents who work in NJ should file Form NJ-165 with their employer.  Here's a link to that form:  https://www.state.nj.us/treasury/taxation/pdf/current/nj165.pdf