You can create a dataset object by including the System.Data namespace as dataset class is inside this namespace only.
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using System;
using System.Data;
namespace DemoConsoleApplication
{
class DataSet_NameSpace
{
static void Main(string[] args)
{
//Create a object of dataset
DataSet oDs = new DataSet("TestDataset");
Console.WriteLine("DataSet Created.");
Console.WriteLine("DataSet Name:" + oDs.DataSetName);
Console.ReadLine();
}
}
}