\documentclass{article}
\usepackage{com.braju.graphicalmodels}

\catcode`\@=11%

\pagestyle{empty}

\begin{document}
\TeXtoEPS

\LARGE
\psset{unit=10mm,arrowscale=1.5,linewidth=1.5pt}
\begin{pspicture}(0,0)(15,15)%\showgrid
  \SpecialCoor

  \rput(0.5,0.5){\GM@plate{1}{5}{}}
  \rput(2.5,0.5){\GM@plate{1}{5}{}}
  \rput(4.5,0.5){\GM@plate{1}{5}{}}
%  \rput(0.5,2.5){\GM@plate{1}{3}{}}
%  \rput(2.5,2.5){\GM@plate{1}{3}{}}
%  \rput(4.5,2.5){\GM@plate{1}{3}{}}

  \rput(1,1){\GM@node[observed=true]{Y2_11}}
  \rput(3,1){\GM@node[observed=true]{Y2_21}}
  \rput(5,1){\GM@node[observed=true]{Y2_31}}

  \rput(1,2){\GM@node[observed=true]{Y2_12}}
  \rput(3,2){\GM@node[observed=true]{Y2_22}}
  \rput(5,2){\GM@node[observed=true]{Y2_32}}

  \rput(1,3){\GM@node[observed=true]{Y1_11}}
  \rput(3,3){\GM@node[observed=true]{Y1_21}}
  \rput(5,3){\GM@node[observed=true]{Y1_31}}

  \rput(1,4){\GM@node[observed=true]{Y1_12}}
  \rput(3,4){\GM@node[observed=true]{Y1_22}}
  \rput(5,4){\GM@node[observed=true]{Y1_32}}

  \rput(1,5){\GM@node[observed=true]{Y1_13}}
  \rput(3,5){\GM@node[observed=true]{Y1_23}}
  \rput(5,5){\GM@node[observed=true]{Y1_33}}

  \rput(1,7){\GM@node[observed=false]{x1}}% \GM@label[angle=140]{x1}{$X_{t-1} = x_{t-1}$}
  \rput(3,7){\GM@node[observed=false]{x2}}% \GM@label[angle=90]{x2}{$X_{t} = x_{t}$}
  \rput(5,7){\GM@node[observed=false]{x3}}% \GM@label[angle=45]{x3}{$X_{t+1} = x_{t+1}$}

  \ncline[arrows=->]{x1}{x2}
  \ncline[arrows=->]{x2}{x3}
  \psline[arrows=->](0,7)(0.5,7)
  \psline[arrows=->](5.5,7)(6,7)

  \ncline[arrows=->]{x1}{Y1_13}
  \ncline[arrows=->]{x2}{Y1_23}
  \ncline[arrows=->]{x3}{Y1_33}

  \ncline[arrows=->]{Y1_11}{Y1_21}
  \ncline[arrows=->]{Y1_21}{Y1_31}

  \ncline[arrows=->]{Y1_12}{Y1_22}

  \ncline[arrows=->]{Y1_13}{Y1_23}

  \ncline[arrows=->]{Y1_23}{Y1_32}

  \ncline[arrows=->]{Y2_22}{Y1_31}

%   \ncangles[angleA=10,angleB=180,arrows=->]{Y1_12}{Y1_33}
  \nccurve[angleB=180,arrows=->]{Y1_12}{Y1_33}
  \nccurve[angleB=200,arrows=->]{Y2_11}{Y1_22}

  \ncangles[angleB=215,arm=0.7,arrows=->]{Y2_12}{Y1_32}

  \ncangles[armA=0.5,arrows=-]{Y2_31}{Y1_33}

  \ncangles[armA=0.5,arrows=-]{Y2_21}{Y2_22}

\end{pspicture}

\endTeXtoEPS
\end{document}