If you're a resident in
Mexico and not Canada and working for a Canadian company, then your issue is not about paying Canadian
taxes but Mexican. Canada and Mexico have a treaty to avoid double taxation.
http://www.fin.gc.ca/treaties-conventio ... 1_-eng.aspcheck further links on that site.
In a practical sense, this would have the biggest impact on your visa here. You'll probably want to be here under the rentista type visa, used commonly by retirees. You need to show an income from outside Mexico to obtain it and it doesn't authorize you for work in Mexico (earning from a Mexican source), meaning you are not liable to file a Mexican return.