Is Texas your official state of Residency? Driver's license, bank, voting, etc.
If so, you could file a Non-Resident return for New Mexico, to report income earned there or tax paid there.
However, since you state that you earned all your income in Texas, why do you feel you need to file a New Mexico return? It sounds like you spend part of the year in each state, but are not actually moving from one state to the other.
Here's some info on What is My State Residency Status? and Why Would I File a Non-Resident Return?
@the4bears-
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