This article describes the current state of forecasting tools in the system and explains that forecasts are managed in Project. It also informs you that forecast data is currently not available via the API, but this will change with an upcoming budget/forecast release.
Forecasts continue to be created in Project. Currently, forecast data is not available via the API, but it will be once the new budget/forecast release is deployed. At that time, there will be better opportunities to create new views for this data.