Thanks, one further question, what voltage should they be?
Be careful about using a ceramic capacitor as the output capacitor (10uF). The LM2937 requires an ESR of at least 10mOhm for stability (maximum of 3Ohm). Ceramic capacitors can often be below 10mOhm so make sure the ESR is sufficiently high.
Regarding voltage rating, the output capacitor (10uF) needs to be higher than 3.3V so 5V+ would be fine. The input capacitor (0.1uF) voltage rating depends on what your input voltage is. Since this project used a 9V battery, you'd something higher than 9V.
I have my original design files back home so I'll upload them to the GitHub later today. Might also have the exact part numbers as well for reference.