  We present the results of our power spectral density analysis for the BL Lac
object OJ\,287, utilizing the {\it Fermi}-LAT survey at high-energy
$\gamma$-rays, {\it Swift}-XRT in X-rays, several ground-based telescopes and
the {\it Kepler} satellite in the optical, and radio telescopes at GHz
frequencies. The light curves are modeled in terms of continuous-time
auto-regressive moving average (CARMA) processes. Owing to the inclusion of the
{\it Kepler} data, we were able to construct \emph{for the first time} the
optical variability power spectrum of a blazar without any gaps across $\sim6$
dex in temporal frequencies. Our analysis reveals that the radio power spectra
are of a colored-noise type on timescales ranging from tens of years down to
months, with no evidence for breaks or other spectral features. The overall
optical power spectrum is also consistent with a colored noise on the
variability timescales ranging from 117 years down to hours, with no hints of
any quasi-periodic oscillations. The X-ray power spectrum resembles the radio
and optical power spectra on the analogous timescales ranging from tens of
years down to months. Finally, the $\gamma$-ray power spectrum is noticeably
different from the radio, optical, and X-ray power spectra of the source: we
have detected a characteristic relaxation timescale in the {\it Fermi}-LAT
data, corresponding to $\sim 150$\,days, such that on timescales longer than
this, the power spectrum is consistent with uncorrelated (white) noise, while
on shorter variability timescales there is correlated (colored) noise.
