\documentclass{article}
\usepackage{com.braju.graphicalmodels}
\usepackage{amsmath}
% \special{papersize=40mm,80mm}
% \setlength{\pdfpagewidth}{40mm}
% \setlength{\pdfpageheight}{80mm}
% \usepackage[vcentering,dvips]{geometry}
% \geometry{papersize={80mm,120mm},total={80mm,120mm},margin=0mm}



\catcode`\@=11%

\pagestyle{empty}

\begin{document}
\TeXtoEPS

\LARGE
\psset{unit=10mm,arrowscale=1.5,linewidth=1.5pt}

\begin{pspicture}(0,0)(6,8)
  \SpecialCoor

  \rput(1,1){\GM@node[observed=true]{y_t1}}
  \GM@label[angle=-90]{y_t1}{$\boldsymbol{y}_{t-1}$}

  \rput(4,1){\GM@node[observed=true]{y_t}}
  \GM@label[angle=-90]{y_t}{$\boldsymbol{y}_t$}

  \rput(1,3){\GM@node{z_t1}}
  \GM@label[angle=140]{z_t1}{$\boldsymbol{z}_{t-1}$}

  \rput(4,3){\GM@node{z_t}}
  \GM@label[angle=140]{z_t}{$\boldsymbol{z}_t$}

  \fnode[framesize=15pt](1,5){q_t1}
  \GM@label[angle=90]{q_t1}{$q_{t-1}$}

  \fnode[framesize=15pt](4,5){q_t}
  \GM@label[angle=90]{q_t}{$q_t$}

  \rput(1,7){\GM@node[observed=true]{u_t1}}
  \GM@label[angle=90]{u_t1}{$\boldsymbol{u}_{t-1}$}
  
  \rput(4,7){\GM@node[observed=true]{u_t}}
  \GM@label[angle=90]{u_t}{$\boldsymbol{u}_t$}

  \ncline{->}{q_t1}{q_t}
  \ncline{->}{z_t1}{z_t}
  \ncline{->}{q_t1}{z_t1}
  \ncline{->}{z_t1}{y_t1}
  \ncline{->}{q_t}{z_t}
  \ncline{->}{z_t}{y_t}
  \nccurve[angleA=-30,angleB=30]{->}{u_t1}{y_t1}
  \nccurve[angleA=-30,angleB=30]{->}{u_t}{y_t}
  \nccurve[angleA=-40,angleB=40]{->}{u_t1}{z_t1}
  \nccurve[angleA=-40,angleB=40]{->}{u_t}{z_t}
  \nccurve[angleA=-40,angleB=40]{->}{q_t1}{y_t1}
  \nccurve[angleA=-40,angleB=40]{->}{q_t}{y_t}

\end{pspicture}

\endTeXtoEPS
\end{document}