I was reading all of the similar questions in here, but I can't make it work right, this was my latest approach:
$(document).ready(function () {
        function exportTableToCSV($table, filename) {
            var $headers = $table.find('tr:has(th)')
                ,$rows = $table.find('tr:has(td)')
                // Temporary delimiter characters unlikely to be typed by keyboard
                // This is to avoid accidentally splitting the actual contents
                ,tmpColDelim = String.fromCharCode(11) // vertical tab character
                ,tmpRowDelim = String.fromCharCode(0) // null character
                // actual delimiter characters for CSV format
                ,colDelim = '","'
                ,rowDelim = '"\r\n"';
                // Grab text from table into CSV formatted string
                var csv = '"';
                csv += formatRows($headers.map(grabRow));
                csv += rowDelim;
                csv += formatRows($rows.map(grabRow)) + '"';
                textEncoder = new TextEncoder('windows-1252');
                var csvContentEncoded = textEncoder.encode([csv]);
                var csvData = new Blob([csvContentEncoded], { type: 'text/csv;charset=windows-1252;' });
                var csvUrl = URL.createObjectURL(csvData);
            // Format the output so it has the appropriate delimiters
            function formatRows(rows){
                return rows.get().join(tmpRowDelim)
                    .split(tmpRowDelim).join(rowDelim)
                    .split(tmpColDelim).join(colDelim);
            }
            // Grab and format a row from the table
            function grabRow(i,row){
                var $row = $(row);
                //for some reason $cols = $row.find('td') || $row.find('th') won't work...
                var $cols = $row.find('td'); 
                if(!$cols.length) $cols = $row.find('th');  
                return $cols.map(grabCol)
                            .get().join(tmpColDelim);
            }
            // Grab and format a column from the table 
            function grabCol(j,col){
                var $col = $(col),
                    $text = $col.text();
                return $text.replace('"', '""'); // escape double quotes
            }
        }
        // This must be a hyperlink
        $("#export").click(function (event) {
            // var outputFile = 'export'
            var outputFile = window.prompt("Nombre deseado del reporte: ") || 'export';
            outputFile = outputFile.replace('.csv','') + '.csv'
            // CSV
            exportTableToCSV.apply(this, [$('#tablareporte > table'), outputFile]);
            // IF CSV, don't do event.preventDefault() or return false
            // We actually need this to be a typical hyperlink
        });
    });
But I keep having problems when I open it in Excel, because characters as, á,é,í,ó,ú,ñ, doesn't show correctly, the thing is if I open the file in notepad I don't have this problem, characters show as supposed to show.
I also tried with utf-8, utf-16 and something like this: utf-8,%EF%BB%BF
What am I doing wrong?
 
    