BL Lacertae object OJ 287 is one of the Blazars, which shows convincing evidence of periodic variations. We have collected the 4.8, 8.0 and 14.5 GHz data for OJ 287 from the University of Michigan Radio Observatory database over three decades. Due to the complexity of the variability data, some algorithms for period searching are not ideal yet. An alternative to traditional periodicity analysis is the ensemble empirical mode decomposition (EEMD). This method can analyze the cyclic components of complicated nonlinear and non-stationary processes. Using the EEMD analysis, the light curve of OJ 287 at radio frequency can be resolved into six independent intrinsic mode functions that have different average periods and trends. We find possible periods of 18.9, 11.9, 5.7 and 2.4 years in 4.8 GHz, 12.2 , 5.2 and 2.4 years in 8.0 GHz and 21.8, 12.0, 4.3 and 2.4 years in 14.5 GHz. The most common periods are 12.0 years and 2.4 years, which imply that the emissions in these bands may originate from the same radiative process. The results also confirm that a radio variability period of OJ 287 is in agreement with the optical variability period of about 12.0 years. The result shows that the components of different variability periods can be separated properly with the EEMD that is a nonlinear and non-stationary signal processing method.