[R] Autoregressive Model with Independent Variable

[Jarrett Byrnes]

Hey, all, I may just be missing something, but I'm trying to construct 
a temporal autoregression with an independant variable other than just 
what is happened at a previous point in time.  So, the model structure 
would be something like

y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a*x(t)

I'm even considering a model of

y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a1*x(t)+a2*x(t-1)...

So, my data looks like

Time		y 	x
1		4	6
2		5	10
3		10	1
etc.

When looking at ar() and similar methods, however, it seemed that the 
input was a single vector - say, in this case, the value y.  Is there a 
method that allows me to specify an explicit model that would then 
incorporate x?