Edit in JSFiddle

var data = [[48803, "DSK1", "", "02200220", "OPEN"], [48769, "APPR", "", "77733337", "ENTERED"]];

$("#grid").jqGrid({
    datatype: "local",
    height: 250,
    width: '100%',
		pager: '#pager0', //set your pager div id
		search:true,
	    multiselect: true,
	    multiboxonly: true,    
    colNames: ['Inv No', 'Thingy', 'Blank', 'Number', 'Status'],
    colModel: [{
        name: 'id',
        index: 'id',
        width: 60,
        sorttype: "int"},
    {
        name: 'thingy',
        index: 'thingy',

        sorttype: "date"},
    {
        name: 'blank',
        index: 'blank',
        width: 30},
    {
        name: 'number',
        index: 'number',

        sorttype: "float"},
    {
        name: 'status',
        index: 'status',

        sorttype: "float"}
    ],
    caption: "Stack Overflow Example + Export to CSV",
    // ondblClickRow: function(rowid,iRow,iCol,e){alert('double clicked');}
});
$("#grid").jqGrid('navGrid','#pager0',
                  {add:false,edit:false,del:false,search:true,refresh:true},
                  {},
                  {},
                  {},
                  {multipleSearch:true, multipleGroup:true,  showQuery: true}
                 );

$("#grid").jqGrid('navGrid', '#pager0', 
                  { edit: false, add: false, del: false, search: false, pdf: true, }, 
                  {}, 
                  {}, 
                  {}, 
                  {});
$("#grid").jqGrid('navButtonAdd','#pager0',{
    id:'ExportToExcel',
    caption:'Export Selected Rows To CSV',
    title:'Export Selected Rows To CSV',
    onClickButton : function(e)
    {
        exportData(e, '#grid');
    },
    buttonicon: 'ui-icon ui-icon-document',
});	

var names = ["id", "thingy", "blank", "number", "status"];
var mydata = [];

for (var i = 0; i < data.length; i++) {
    mydata[i] = {};
    for (var j = 0; j < data[i].length; j++) {
        mydata[i][names[j]] = data[i][j];
    }
}

for (var i = 0; i <= mydata.length; i++) {
    $("#grid").jqGrid('addRowData', i + 1, mydata[i]);
}

/*
$("#grid").jqGrid('setGridParam', {onSelectRow: function(rowid,iRow,iCol,e){alert('row clicked');}});
*/
$("#grid").jqGrid('setGridParam', {ondblClickRow: function(rowid,iRow,iCol,e){alert('double clicked');}});


function exportData(e, id){
	
	var gridid 		= jQuery(id).getDataIDs(); // Get all the ids in array
	var label 		= jQuery(id).getRowData(gridid[0]); // Get First row to get the labels
	var selRowIds 	= jQuery(id).jqGrid ('getGridParam', 'selarrrow');	

	var obj 		= new Object();
	obj.count		= selRowIds.length;
	
	if(obj.count) {
		
		obj.items		= new Array();
		
		for(elem in selRowIds) {
			obj.items.push(jQuery(id).getRowData( selRowIds[elem] ));
		}
		
		var json = JSON.stringify(obj);
		
		JSONToCSVConvertor(json, "csv", 1);
	}
}


function JSONToCSVConvertor(JSONData, ReportTitle, ShowLabel) {     

	//If JSONData is not an object then JSON.parse will parse the JSON string in an Object
	var arrData = typeof JSONData != 'object' ? JSON.parse(JSONData) : JSONData;
	var CSV = '';    
	//This condition will generate the Label/Header
	if (ShowLabel) {
	    var row = "";

	    //This loop will extract the label from 1st index of on array
	    for (var index in arrData.items[0]) {
	        //Now convert each value to string and comma-seprated
	        row += index + ',';
	    }
	    row = row.slice(0, -1);
	    //append Label row with line break
	    CSV += row + '\r\n';
	}

	//1st loop is to extract each row
	for (var i = 0; i < arrData.items.length; i++) {
	    var row = "";
	    //2nd loop will extract each column and convert it in string comma-seprated
	    for (var index in arrData.items[i]) {
	        row += '"' + arrData.items[i][index].replace(/(<([^>]+)>)/ig, '') + '",';
	    }
	    row.slice(0, row.length - 1);
	    //add a line break after each row
	    CSV += row + '\r\n';
	}

	if (CSV == '') {        
	    alert("Invalid data");
	    return;
	}   

	/*
	 * 
	 * FORCE DOWNLOAD
	 * 
	 */
	
	
	//this trick will generate a temp "a" tag
	var link = document.createElement("a");    
	link.id="lnkDwnldLnk";

	//this part will append the anchor tag and remove it after automatic click
	document.body.appendChild(link);

	var csv = CSV;  
	blob = new Blob([csv], { type: 'text/csv' }); 
	
	var myURL = window.URL || window.webkitURL;
	
	var csvUrl = myURL.createObjectURL(blob);
	var filename = 'UserExport.csv';
	jQuery("#lnkDwnldLnk")
	.attr({
	    'download': filename,
	    'href': csvUrl
	}); 

	jQuery('#lnkDwnldLnk')[0].click();    
	document.body.removeChild(link);
	
}

<table id="grid"></table>
<div id="pager0"></div>