diff --git a/GPy/examples/state_space.py b/GPy/examples/state_space.py
index 5a213f45..898d1676 100644
--- a/GPy/examples/state_space.py
+++ b/GPy/examples/state_space.py
@@ -4,23 +4,26 @@ import matplotlib.pyplot as plt
 
 import GPy.models.state_space_model as SS_model
 
-X = np.linspace(0, 10, 2000)[:, None]
-Y = np.sin(X) + np.random.randn(*X.shape)*0.1
+def state_space_example():
+    X = np.linspace(0, 10, 2000)[:, None]
+    Y = np.sin(X) + np.random.randn(*X.shape)*0.1
 
-kernel1 = GPy.kern.Matern32(X.shape[1])
-m1  = GPy.models.GPRegression(X,Y, kernel1)
+    kernel1 = GPy.kern.Matern32(X.shape[1])
+    m1  = GPy.models.GPRegression(X,Y, kernel1)
 
-print(m1)
-m1.optimize(optimizer='bfgs',messages=True)
+    print(m1)
+    m1.optimize(optimizer='bfgs',messages=True)
 
-print(m1)
+    print(m1)
 
-kernel2 = GPy.kern.sde_Matern32(X.shape[1])
-#m2  = SS_model.StateSpace(X,Y, kernel2)
-m2 = GPy.models.StateSpace(X,Y, kernel2)
-print(m2)
+    kernel2 = GPy.kern.sde_Matern32(X.shape[1])
+    #m2  = SS_model.StateSpace(X,Y, kernel2)
+    m2 = GPy.models.StateSpace(X,Y, kernel2)
+    print(m2)
 
-m2.optimize(optimizer='bfgs',messages=True)
+    m2.optimize(optimizer='bfgs',messages=True)
 
-print(m2)
+    print(m2)
+
+    return m1, m2