As others have said, I highly doubt that New Zealand would become an Australian state. The constituation was in 1901 and if it hasn't happened by now...
Also even if they did merge I would think that they would merge as equal partners, not NZ merged into Australia as a state.
But I don't think NZ would. Why would they want to? It's not like their a tiny insignificant island, they have a total land area of 268,021 sq km (bigger than th UK!) and a population of 4,213,418 (from the CIA World Factbook page).
NZ also pride themselves on their independance from Australia, and generally pay Australians out whenever they have the chance.
So in conclusion, it would probably have to be some serious crisis for Australia and New Zealand to merge, and if they did it probably wouldn't be as a state, but as a partner.
CIA world factbook New Zealand page @ https://www.cia.gov/library/publications/the-world-factbook/geos/nz.html