Water is being split to form two new substances hydrogen and oxygen is this a change of state?

I'd say you haven't given us enough information to answer that.

When we talk about "change of state", we're talking about changes

between solid, liquid, and gas.

Tell us what the state of the water is, and what the states of the

hydrogen and oxygen are after the split, and we'll be able to

summarize the changes of state that may be taking place.