Some states start processing e-filed returns at the same time as the IRS, while others don't start processing until sometime later.
It's not unusual for state returns to remain in pending status several days after the federal return has already been accepted. This is especially common when e-filing first opens in January or early February.
Sit tight and your state return will – eventually – move along in the queue.
You can contact your State Department of Revenue for more information. This link will get you to the correct place.
https://www.azdor.gov/ContactUs.aspx