[R-sig-finance] question on lm test for arma lag specification

[s viswanath]

hello R experts,

my question is regarding arma modelling and specification. 

in another older, statistics package , after determining stationarity, i would try to work out the number of ar and ma lags  using an lm test. 
to do this i would 

1. regress  my dependant variable on an intercept term then
2. use LM test for serial correlation, and finally
3. use the  p value of the ols residuals to get the maximum lags for  the arma specification.

I am interested to know how to do this LM test in R say using a function, using perhaps the fseries library?

Thank you in advance,

Sri 

Also, thank you very much for the Roptions package I have been using the options functions regularily.