N.M. Stat. § 63-9B-9
Notice to the commission.
Upon the filing of a notice of appeal, the appellant shall cause a copy to be served
upon the commission and parties of record in the proceeding before the commission in
the manner prescribed by the Rules of Appellate Procedure for Civil Cases. Within thirty
days after service of the notice of appeal or such further time as the supreme court for
good cause may specify, the commission shall certify to the supreme court the record of
the testimony taken before the commission and all exhibits offered or received in
evidence at the hearing before the commission and all pleadings, findings, conclusions,
orders and opinions, or certified copies thereof, made and entered in, or in connection
with, the hearing before the commission; provided, however, that the parties and the
commission may stipulate that a specified portion only of the testimony taken at the
hearing before the commission shall be certified to the supreme court for review on
appeal.