You have to use as following. I had the same question for a while, but after asking the question from the developers, I found that you have to use the instance of jsPdf() as an argument of autoTable() function. Rest goes as the documentation of jsdpf.

import { Component, OnInit } from '@angular/core';
import * as jsPDF from 'jspdf';
import autoTable from 'jspdf-autotable';

const doc = new jsPDF();

const columns = [['First Column', 'Second Column', 'Third Column']];
const data = [
['Data 1', 'Data 2', 'Data 3'],
['Data 1', 'Data 2', 'Data 3']
];

 autoTable(doc, {
      head: columns,
      body: data,
      didDrawPage: (dataArg) => { 
       doc.text('PAGE', dataArg.settings.margin.left, 10);
      }
 }); 

doc.save('table.pdf');

Example
Source Codes
https://codesandbox.io/s/currying-pine-wjp1g?file=/src/app/app.component.ts
Live Demo
https://wjp1g.csb.app/

I have done it, after doing lot of R&D , their are few steps to follow as below : Install :

npm install jspdf --save

typings install dt~jspdf --global --save

npm install @types/jspdf --save

Add following in angular-cli.json:

"scripts": [ "../node_modules/jspdf/dist/jspdf.min.js" ]

html:

<button (click)="download()">download </button>

component ts:

import { Component, OnInit, Inject } from '@angular/core';
import * as jsPDF from 'jspdf'
@Component({
  ...
  providers: [
    { provide: 'Window',  useValue: window }
  ]
})
export class GenratePdfComponent implements OnInit {

  constructor(
    @Inject('Window') private window: Window,
    ) { }

  download() {

        var doc = new jsPDF();
        doc.text(20, 20, 'Hello world!');
        doc.text(20, 30, 'This is client-side Javascript, pumping out a PDF.');
        doc.addPage();
        doc.text(20, 20, 'Do you like that?');

        // Save the PDF
        doc.save('Test.pdf');
    }
}

What I found worked was adding:

<script src="https://cdnjs.cloudflare.com/ajax/libs/html2canvas/0.4.1/html2canvas.js"></script>

to the index.html file (it could presumably be elsewhere).

I then used:

const elementToPrint = document.getElementById('foo'); //The html element to become a pdf
const pdf = new jsPDF('p', 'pt', 'a4');
pdf.addHTML(elementToPrint, () => {
    doc.save('web.pdf');
});

Which no longer uses html2canvas in the code.
You can then remove the following import:

import * as html2canvas from 'html2canvas';

Firstly Install this package

npm install jspdf

And to install html2canvas package.

npm install html2canvas

Import it into our component using the import statement.

import * as jspdf from 'jspdf';  
import html2canvas from 'html2canvas'; 

in your TS code:

import { Component, OnInit, ElementRef ,ViewChild} from '@angular/core';  
import * as jspdf from 'jspdf';  
import html2canvas from 'html2canvas';  

@Component({  
  selector: 'app-htmltopdf',  
  templateUrl: './htmltopdf.component.html',  
  styleUrls: ['./htmltopdf.component.css']  
})  
export class HtmltopdfComponent{  
  public captureScreen()  
  {  
    var data = document.getElementById('contentToConvert');  //Id of the table
    html2canvas(data).then(canvas => {  
      // Few necessary setting options  
      let imgWidth = 208;   
      let pageHeight = 295;    
      let imgHeight = canvas.height * imgWidth / canvas.width;  
      let heightLeft = imgHeight;  

      const contentDataURL = canvas.toDataURL('image/png')  
      let pdf = new jspdf('p', 'mm', 'a4'); // A4 size page of PDF  
      let position = 0;  
      pdf.addImage(contentDataURL, 'PNG', 0, position, imgWidth, imgHeight)  
      pdf.save('MYPdf.pdf'); // Generated PDF   
    });  
  }  
}