[R] Using Coefficients Estimated from arima function using xreg argument

[Richard A. Bilonick]

Does anyone know how to write the ARIMA time series model based on 
coefficients estimated using the arima function with argumetn xreg? I 
can exactly reproduce the corresponding forecasts manually to match 
predict.Arima for simple AR(p) models. But if I add just one exogenous 
variable with xreg to an AR(1) model for the dependent time series, I 
cannot get the manual forecast to match predict.Arima with newxreg 
argument. The help file for arima does not write out the model for the 
case of using xreg. What am I missing?

Rick B.