Your state return will show a status of incomplete if your federal return was filed by itself (or with another state) and will show this status until the federal return is accepted.
Your state taxes have not been filed. E-filing a state is only allowed once a federal return is accepted/rejected. If you already e-filed your federal return, you'll have to wait until your e-file is accepted/rejected in order to proceed with state.
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Your state return being rejected does not affect your federal return. You should have received an email instructing you on how to fix your state return.
Please click the link and follow the instructions to fix your rejected return.