One piece of evidence is the name, for starters. The name isn't named after anything american. but in fact is named after a different country, Mexico. Second, the state itself is full of native Americans, and not Englishmen, which is unusual for states. Third, it is one of the hottest and most desolate states in the whole country, most of it having its land saved for important landmarks. Hope this helped!
Thanks!
~Steve
