I have solved the problem.

What I had to do was put a ? in the Filter columns against the Year and Period columns. This then automatically created two Parameters under the Parameters tab of the dataset, but just called Parameters!Parameter1.Value, Parameters!Parameter2.Value. I renamed these to Parameters!Year.Value and Parameters!Period.Value and then created two Report parameters Parameters!Year.Value and Parameters!Period.Value. The trick here is to get the order right.