I think the problem is more of that if it's rejected, it should move to canceled, since it haven't been implemented. And for that there already is a method you can reuse the code from perhaps. On change request there is a UI Action called "Cancel change", look at the code there and you should be able to pretty much copy paste that to get it to work without going through all the different stages.
And I would avoid using closed on changes that isn't implemented and use cancel instead, sorry I missed that in the original question, to focus on the workflow activity I guess
