Autumn is fine for planting a lemon tree in a warm climate. It won't visibly grow much thru winter but it will be well settled come spring and will grow well. The most important thing though is to ensure the soil is right for citrus. Good drainage is essential, plenty of organic matter, no competition from weeds or grasses so mulching is important. If you have made these preparations then go for it. Otherwise, i'd suggest you spend the rest of the cool season preparing the soil and plant in spring.

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The secret is the soil.