In version 12, FinancialData has been updated to return a TimeSeries. So as other people noted, you don't need to manually construct a TimeSeries as you're currently doing.

stocks = FinancialData["SBUX", "Close", {{2013, 1, 1}, {2013, 8, 1}, "Week"}];
DateListPlot[stocks, Filling -> Axis]
eproc = TimeSeriesModelFit[stocks]
forecast = TimeSeriesForecast[eproc, {4}];
DateListPlot[{stocks, forecast}, Filling -> Axis]

Alternatively, you can ask FinancialData to behave as it did in 11.3:

FinancialData["SBUX", "Close", {{2013, 1, 1}, {2013, 8, 1}, 
  "Week"}, "Value", Method -> "Legacy"]

Or use

SetOptions[FinancialData, Method -> "Legacy"]

To make this option the default in your code.