File both a PY Resident and NR return.     Not eligible for efile

1.  Complete Part XI of info worksheet and prepare federal return 

2  Complete allocations... There will be a question in NJ return if you received income from nj sources during NR period.   If you answer yes, there's a quick zoom to allocation

3 When you print returns, PS will print both PY and NR returns.  

Edit:  I thought you were using proseries   Process may be different but not eligible efile and you have to  send  PY and NR for NJ