These the steps that work for me in VS code to get intellisense and type checking support.
1. Name your typescript file editing.ts
2. In tsconfig.json, add editing.ts in files so that it gets transpiled to editing.js
"files": [
"js/editing.ts"
]
3. Add jQuery.d.ts, jqueryui.d.ts and pqgrid.d.ts in the typings folder of your project.
In jqueryui.d.ts, add this at the top.
/// <reference path="jquery.d.ts" />
In pqgrid.d.ts, add this at the top.
/// <reference path="jquery.d.ts" />
/// <reference path="jqueryui.d.ts" />
4. In editing.ts, add this at the top.
/// <reference path="../typings/pqgrid.d.ts" />
Note: The paths are relative and may vary in your env.