My furnace come on even though the stat is not wanting heat,the only way to shut it down is to manualy turn it off at the furnace

Remove the cover on the thermostat, make sure no wires are touching or shorted together. Remove the white wire from the W terminal, does that shut it off?

No,this does not do anything,the blower and burner come on,even when the stat is not connected

Make note of where what color wire is connected to and disconnect the tstat wires at the furnace,, see if that stops it from running,, if it does you prob. Have shorted tstat wires, you might have to replace the wires to correct the prob. shouldn`t be to hard in a mobil home

Trace the low voltage wires, something is shorted.

Would a bad limit switch cause the problem?

If yours is the old style control system (a heat/off/cool switch on the furnace) one of the relays in the compartment is stuck in the heat on position.