With TypeScript >= 2.4 you can define string enums:
enum Color {
  RED = 'Red',
  ORANGE = 'Orange',
  YELLOW = 'Yellow',
  GREEN = 'Green',
  BLUE = 'Blue',
  INDIGO = 'Indigo',
  VIOLET = 'Violet'
}
JavaScript ES5 output:
var Color;
(function (Color) {
    Color["RED"] = "Red";
    Color["ORANGE"] = "Orange";
    Color["YELLOW"] = "Yellow";
    Color["GREEN"] = "Green";
    Color["BLUE"] = "Blue";
    Color["INDIGO"] = "Indigo";
    Color["VIOLET"] = "Violet";
})(Color || (Color = {}));
Which is an object like this:
const Color = {
  "RED": "Red",
  "ORANGE": "Orange",
  "YELLOW": "Yellow",
  "GREEN": "Green",
  "BLUE": "Blue",
  "INDIGO": "Indigo",
  "VIOLET": "Violet"
}
Thus, in the case of string enums, no need to filter things,
Object.keys(Color) and Object.values(Color) are enough:
const colorKeys = Object.keys(Color) as (keyof typeof Color)[];
console.log('colorKeys =', colorKeys);
// ["RED", "ORANGE", "YELLOW", "GREEN", "BLUE", "INDIGO", "VIOLET"]
const colorValues = Object.values(Color);
console.log('colorValues =', colorValues);
// ["Red", "Orange", "Yellow", "Green", "Blue", "Indigo", "Violet"]
colorKeys.map(colorKey => {
  console.log(`color key = ${colorKey}, value = ${Color[colorKey]}`);
});
/*
color key = RED, value = Red
color key = ORANGE, value = Orange
color key = YELLOW, value = Yellow
color key = GREEN, value = Green
color key = BLUE, value = Blue
color key = INDIGO, value = Indigo
color key = VIOLET, value = Violet
*/
See online example on TypeScript playground