PandaSQLException: (sqlite3.OperationalError) near "(": syntax error, how to fix this?

Question

I am trying to query the pandas data frame with SQL syntax. I imported "import pandasql as ps", and loaded a dataframe. Then i entered this simple syntax:

ps.sqldf(
    """
    SELECT department, first_name, AVG(salary) OVER (PARTITION BY department) AS average
    FROM employee
    GROUP BY department, first_name, salary
    """
    ).head()

it returned this error:

PandaSQLException                         Traceback (most recent call last)
<ipython-input-6-2ecbea651075> in <module>
----> 1 ps.sqldf(
      2     """
      3     SELECT department, first_name, AVG(salary) OVER (PARTITION BY department) AS average
      4     FROM employee
      5     GROUP BY department, first_name, salary

~/.pyenv/versions/3.9.0/lib/python3.9/site-packages/pandasql/sqldf.py in sqldf(query, env, db_uri)
    154     >>> sqldf("select avg(x) from df;", locals())
    155     """
--> 156     return PandaSQL(db_uri)(query, env)

~/.pyenv/versions/3.9.0/lib/python3.9/site-packages/pandasql/sqldf.py in __call__(self, query, env)
     61                 result = read_sql(query, conn)
     62             except DatabaseError as ex:
---> 63                 raise PandaSQLException(ex)
     64             except ResourceClosedError:
     65                 # query returns nothing

PandaSQLException: (sqlite3.OperationalError) near "(": syntax error
[SQL: 
    SELECT department, first_name, AVG(salary) OVER (PARTITION BY department) AS average
    FROM employee
    GROUP BY department, first_name, salary
    ]
(Background on this error at: http://sqlalche.me/e/14/e3q8)

I tried rewriting the entire query, copy and paste again from notebook, but still can't fix the "(" problem. Would you guys please tell me how to fix ti?