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 sa...@autobox.com to hear more. Tom -- View this message in context: http://r.789695.n4.nabble.com/arima-tp2993543p3054206.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.