WooCommerce - Add states where not included in WooCommerce

<?php
// WooCommerce - Add states where not included in WooCommerce
  add_filter( 'woocommerce_states', 'custom_states' );
  function custom_states( $states ) {
    $states['CU'] = array (
            'PR' => 'Pinar del Río',
            'AR' => 'Artemisa',
    );
    return $states;
  }