title: XMLHttpRequest does not exist on type Window
body: <p>I'm working on a small async library for my projects. I decided to code it in TypeScript, but my compiler is throwing me an error that <code>'XMLHttpRequest' does not exist on type 'Window'</code>, as the title says. </p>
  
  <p>What I wanted to achieve is creation of ActiveXObject if window has no XMLHttprequest. </p>
  
  <pre><code>if (window.XMLHttpRequest) {
      xmlhttp = new XMLHttpRequest();
   } else {
      xmlhttp = new ActiveXObject("Microsoft.XMLHTTP");
  }
  </code></pre>
  
  <p>It's not really necessary for me to include it, but I'm wondering why is that?</p>
  
  <hr>
  
  <p>IDE I'm using is VS Code (which also shows me the error) and I'm compiling with <code>gulp-tsify</code></p>