You get the error because N2400 hasn't been defined.

Declare N2400 as a constant first.

N2400 CON 16780 ' <-- Baud modes shown in manual for serin2/serout2

Now you can use N2400 with serin2 to set the baud mode.

Note: Look at the DEBUG / DEBUGIN commands if you want high-speed serial without a hardware USART, odd value or fast crystal. With DEBUGIN you can easily get 115200bps with a 4MHz crystal. You can't with serin2.

You can use the 16F84A running @20MHz with DEBUGIN receivng at 115200, and serout2 re-sending at 9600, but you'll want a crystal speed > 4MHz for serin2 @ 9600 if you want reliability.