W2s in two states

I reside in Texas (where there is no income tax) and I have W2s in New Mexico and Arizona. I do not live in NM or AZ and work remotely in Texas.

 

Based on my understanding, I do not pay income tax in Texas. And I do not need to pay state taxes in NM or AZ, correct?

 

Also, I make less than 18K at AZ so my understanding is that I don't need to file an AZ state tax return.

 

Thanks!