Dave, I think it's a pre-recorded audio track and then played back via a registration, which can be done on most of the PSR-S series boards as well using the onboard audio recorder.
Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)