You can use the IRS Where's My Refund site for the latest status on your federal tax refund.
And you can use your State Department of Revenue's website to check status of state tax refund. Choose your state here How do I track my state refund? and it will give you steps to track the status.
And if you get a message that there is "no record" of your return, that just means they have not started reviewing or processing it yet. Until they do, there will be no record.
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