Currently the only possibility to build hierarchy in forecasts is by using connected objects from the columns of the original object in the forecast (by selecting them in the level of hierarchy directly):
As for the error message itself: a foreign key must reference a (base) table* in the same database (a base table: not a view, not a foreign data wrapper table) as stated here. In your case one of the columns is referencing a view so that's why the error message popups when updating the database structure.
