\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)(8,11)
  \SpecialCoor

  \rput(1,9){\ovalnode{z_t1}{\parbox{1.3cm}{$\boldsymbol{z}_{t-1,1}$ \\ $\boldsymbol{z}_{t-1,2}$}}}
  
  \rput(4,9){\ovalnode{z_t2}{\parbox{1.3cm}{$\boldsymbol{z}_{t,1}$ \\ $\boldsymbol{z}_{t,2}$}}}
  
  \rput(7,9){\ovalnode{z_t3}{\parbox{1.3cm}{$\boldsymbol{z}_{t+1,1}$ \\ $\boldsymbol{z}_{t+1,2}$}}}

  \rput(1,5){\ovalnode{y_t1}{\parbox{1.3cm}{$\boldsymbol{y}_{t-1,1}$ \\ $\boldsymbol{y}_{t-1,2}$ \\ $\boldsymbol{y}_{t-1,3}$}}}

  \rput(4,5){\ovalnode{y_t2}{\parbox{1.3cm}{$\boldsymbol{y}_{t,1}$}}}
  
  \rput(7,5){\ovalnode{y_t3}{\parbox{1.3cm}{$\boldsymbol{y}_{t+1,1} \\ \boldsymbol{y}_{t+1,2}$}}}

  \rput(1,1){\rnode{s_t1}{\psframebox{$q_{t-1}$}}}

  \rput(4,1){\rnode{s_t2}{\psframebox{$q_t$}}}

  \rput(7,1){\rnode{s_t3}{\psframebox{$q_{t+1}$}}}
  
  \ncline{->}{z_t1}{z_t2}
  \ncline{->}{z_t2}{z_t3}
  \ncline{->}{z_t1}{y_t1}
  \ncline{->}{z_t2}{y_t2}
  \ncline{->}{z_t3}{y_t3}
  \ncline{->}{s_t1}{y_t1}
  \ncline{->}{s_t2}{y_t2}
  \ncline{->}{s_t3}{y_t3}

\end{pspicture}

\endTeXtoEPS
\end{document}
