Drenched by heavy rain, parents of the 43 Mexican students who went missing in 2014 held a somber procession through the streets of Mexico City on Friday, as they've done every month since their sons disappeared; but this time was different.

The arrest of former federal Attorney General Jesus Murillo on the previous Friday provided a glimmer of hope that they could find some closure, and that whoever was responsible for one of Mexico's worst human rights atrocities could finally face justice.

For the first time last week, Mexican officials referred to the incident as a "state crime" in a report which alleged local, state and federal authorities, including the Mexican Army, were both complicit and involved in a cover-up.

The report said Murillo's investigation was riddled with errors. Family members of the missing students also issued a statement on Friday condemning the handling of the case.

"Murillo ran an investigation that was turbulent, error-ridden, plagued by torture, by manipulation and evidence-planting, building a lie that prevented us from knowing where our children last were," family members read from their statement.

However, their fight for justice isn't over, the group said.

The arrest of Murillo is "a step," said Emiliano Navarrete, whose son is among the missing. "But we want him to talk. He has to tell the truth, he has to point to those responsible."

According to Murillo's investigation, the students from the Ayotzinapa Rural Teachers' College, in the nearby state of Guerrero, were kidnapped, killed and had their bodies burned by local gang members who had mistaken them for a rival group.

Contradicting those findings, top human rights official Alejandro Encinas said the Mexican Army had a soldier pose as a student to inform on activities in the school, which was regarded as anti-establishment.

Speaking at a news conference alongside President Andres Manuel Lopez Obrador on Friday, Encinas said six of the students were also alive days after their kidnapping before they were handed over to a then-Army colonel, who had them killed.

The Army did not immediately respond to a request for comment.

"It really surprised us," said Alexander Salazar, a current student at the school who participated in the procession. "They were finally admitting that it was the state all along."

The bodies of only three of the 43 students have ever been found.

"We need scientific, unquestionable evidence of what happened to our sons," the parents said in their statement.