They are Two separate Agencies, Federal IRS and State Department of Revenue. Therefore, they operate independently from each other. It is Not uncommon to receive ones State Tax Refund before their Federal.
You may have already visited the IRS site and ran their Where's My Refund --- I'll included it just in case you have not.
IRS Where’s My Refund
https://www.irs.gov/Refunds
Hope this helps.