I think you'd be surprised at how little forecasting there is in undergrad. I mean, it is there, but it isn't a primary focus. I gather most forecasting skills are picked up along the way (using the knowledge you gained in school) and on-the-job. I know that even at bigger programs like Penn State, while graduate school is obviously researched-focused, they even have forecasting classes at the graduate level. So don't get too down about it.