Even if you lost your refusal letter, still go and mention it. When you are refused, the refusal is stamped on your profile and recorded in their system. Canada is allowed to and will check your profile in other countries’ systems (including New Zealand). So Canada will check your profile, see the refusal and see that you have lied in your application. Then you will be banned for 5 years due to misintepretation in your application.
Also, your refusal reason is nothing crazy, and it will not affect your Canada application when you mention it. So why hide it?
For reference, my sister got her visitor visa to New Zealand rejected, she mentioned it in her PR application to Canada, and now she is approved and got her Canadian PR.
So in conclusion, do NOT hide it.