We need to check what the state law for your state is. Which state is your home of record?  Do you owe federal and/or state? 

You may owe federal as your military pay is taxable. 

For the state it may not be the case.  Here is a link to the state pages concerning military pay taxation.  Find your state to see how it handles income if you are stationed outside of the state. 

Many states don't tax your military pay when stationed outside the state.  In that case you would be filing to get the refund of any taxes withheld by the state by excluding the income from your state return.