As a few others have already stated, the key is the LIFECYCLEHSTORY table, joined to the Change Request.
If multiple states are of interest, the table needs to be brought in to the From tab multiple times, with aliases, one for each state of interest - and coordinated with two criteria for each state of interest. A workaround is to use the Created and Resolution Date attributes for the beginning and end of the process and only use one State change from the history table.
Typical record from the table:
[cid:image001.png@01CBFE7B.56CF4D90]
The query builder report needs these joins and criteria, depending on your Change Request lifecycle states:
[cid:image002.png@01CBFE7B.56CF4D90]
[cid:image003.png@01CBFE7B.56CF4D90]
Arrange Select depending on the purpose. This shows the average days for a number of Change Requests between when they got to Resolved state vs. when they got to Implementation state.
[cid:image004.png@01CBFE7B.BA343FD0]