[R] Lag length

[Manoj - Hachibushu Capital]

Hello,
	Is their any function in R to calculate multivariate
generalization of AIC or SBC?

	Ideally, I am looking for a function which could generate a
tabular results set of AIC & SBC values for different lag length.

	I think a combination of glm & AIC function could do the trick
but I would have to repeat the procedure for different lag lengths so
was wondering if there is any clean way of doing this. 

TIA

Manoj