I moved from NM to Oregon in 2015. In 2016, I received a 1099-G for my 2015 NM state tax refund. Do I file state taxes for NM in 2016 for just the 1099-G? If so, how?

I moved from New Mexico to Oregon in the middle of 2015.  In 2016, I received a 1099-G for my 2015 New Mexico state taxes.  Do I need to file a 2016 state return for New Mexico?  If so, how do I do this without paying New Mexico income tax on the money I made while living in Oregon the whole year?