\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)(3,6)%\showgrid
  \SpecialCoor

  \rput(1,1){\GM@node[observed=true]{xtm1}} \GM@label[angle=-90]{xtm1}{$x_{t-1}$}
  \rput(3,1){\GM@node[observed=true]{xt}} \GM@label[angle=-90]{xt}{$x_{t}$}
  \rput(5,1){\GM@node[observed=true]{xtp1}} \GM@label[angle=-90]{xtp1}{$x_{t+1}$}

  \rput(1,3){\GM@node[observed=false]{ytm1}} \GM@label[angle=90]{ytm1}{$y_{t-1}$}
  \rput(3,3){\GM@node[observed=false]{yt}} \GM@label[angle=90]{yt}{$y_{t}$}
  \rput(5,3){\GM@node[observed=false]{ytp1}} \GM@label[angle=90]{ytp1}{$y_{t+1}$}

  \ncline[arrows=->]{ytm1}{yt}
  \ncline[arrows=->]{yt}{ytp1}

  \ncline[arrows=->]{ytm1}{xtm1}
  \ncline[arrows=->]{yt}{xt}
  \ncline[arrows=->]{ytp1}{xtp1}




\end{pspicture}

\endTeXtoEPS
\end{document}