I just read Demand-Driven Forecasting: A Structured Approach to Forecasting(Wiley and SAS Business Series) and have a few doubts in Holt-Winters Model:
1) Unlike OLS Regression Modeling technique or ARIMA, no assumptions were checked before running Holt-Winters. For instance, in ARIMA, we first make the data stationary before running ARIMA or in OLS, we check normality, auto-correlation etc. However, as per the book, no test was conducted before and after running Holt-Winters. We just calculate MAPE and check if it is acceptable. So, can someone confirm if there are any tests that we should do before and after running Holt-Winters?
2) When we are running Holt-Winters multiplicative or additive model, we don't need to explicitly adjust for seasonality before?
Please note that I am calling Holt-Winters function in R directly without doing any checks or adjusting for seasonality