[R] Estimating a bivariate VAR(X) and using F-tests

[Leeds, Mark (IED)]

I would like to estimate bivariate VAR(X) models where I don't know the
optimal lag length X and would also like to use
F-tests to determine the granger causality of each of the variables. I'm
aware of Achim's econometric packages description but I was wondering if
someone could recommend a specific R econometrics package that does
this. 

If it is recommended to use the sort of ideas that Bernard Pfaff gives
in his yellow cointegration book, then
that's fine also. Thanks a lot
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