Hello Roy,
There is a submitted entry in the IGI for the baptism of Arthur MURRAY in 1786 in Longside, ABD.
A check on ScotlandsPeople finds that it is there also - same date, same place, same parents (except that mother's surname includes a 'p').
There is one other child to the same parents in Longside in the IGI.
The marriage of Arthur's parents is also on the IGI - extracted entry, 1779, Lonmay ABD.
Regards,
JAP