The following materials are not created by me. All credit goes to their respective owners.
See http://robjhyndman.com/hyndsight/aic/ about using AIC for model selection.
See http://rstudio-pubs-static.s3.amazonaws.com/9428_1197bd003ebd43c49b429f22ea4f36e5.html for examples of (smoothed) periodograms.