passenger lists

I am trying to find out which ship/vessel my grandpa came over on and when. His name is Seger Martin Seljeskog and he was born in Stavanga, Norway on June 2, 1885. Supposedly his Father, Martin, came to America a few years after that. Then a few years later (about 1889, as grandpa said he was 4 when he came here), Seger, Malina/Malena (Martin's wife) and Lars (Martin's brother) came to America. And they all came through Ellis Island. I have been up and down the web, through this website and am having trouble getting any answers with those particular dates. any help would be greatly appreciated. thanks!!