Nuncio,
No, there is no requirement to subtract the mean.
It is required that the residuals are N.I.I.D. (ie constant mean and
constant variance). If you have an upward trending series, for example,
then the series would need to be "deseasonalized" so that it is
constant.
There are many many steps to doing this right. Email me at
sales at autobox.com to hear more.
Tom
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