The man accused of trying to detonate a car bomb in the heart of New York's Times Square has told investigators that he received bomb-making training in the mountains of Pakistan, according to charges brought against him last night.

Faisal Shahzad, a financial analyst who came to the US as a student and became a citizen just last year, was pulled off a plane at John F Kennedy airport on Monday night, just moments before it was due to take off for Dubai.

Police in two countries are now working to unravel Mr Shahzad's movements and motives, including during a five-month trip to Pakistan, and the extent to which he worked with others on a bomb that President Barack Obama said could have claimed "hundreds of lives".

A five-count indictment accuses Mr Shahzad of attempting to detonate a weapon of mass destruction and related terrorist offences. It says he has confessed to being the driver of a Nissan Pathfinder packed with explosive material, which was left in the tourist centre of the city at pre-theatre rush hour on Saturday, and to training in the mountainous region of Waziristan, on the border between Pakistan and Afghanistan. He is expected to appear in a New York court before the end of the week.

On a day of major developments, police said they recovered materials for homemade bombs from Mr Shahzad's apartment in Connecticut, and a pistol and ammunition from a car he drove to the airport late on Monday as he attempted to flee the country.

And in Pakistan, police made multiple arrests, believed to include members of Mr Shahzad's family and a man who had accompanied him on a journey to Peshawar, the frontier city close to the porous border with Afghanistan, where the Pakistani army is fighting local Taliban.

A Pakistan government source told The Independent that the arrests of Mr Shahzad's family members were made at the family home of his wife in the middle-class neighbourhood of North Nazimabad in Karachi.

Mr Shahzad spent five months there last year and during that time he attended a training camp, the source said. The Interior Minister Rehman Malik said Mr Shahzad originally hailed from a small town near the main northwestern city of Peshawar. He is the son of a retired senior Pakistani air force officer, a family member told the Associated Press. Mr Shahzad came to the US in 1998 as a student, graduated from business school and married an American woman, finally becoming a citizen last year. After his return from Pakistan without his wife this February, he took a job as a financial analyst at a small firm in Connecticut.

On her social networking page, his wife, Huma Mian, lists her languages as English, Pashto, Urdu and French, her religion as Muslim and her political view as "non-political". Her favourite television shows were Everybody Loves Raymond and Friends.

The charge sheet released last night says Mr Shahzad bought the Nissan for $1,300 in cash, sealing the deal in a Connecticut supermarket car park two weeks ago. It says also that he used a pre-paid mobile phone to make calls over a 12-day period, including multiple calls to Pakistan and a call to a shop selling fireworks of the kind found in the vehicle.

Police had identified him as a suspect on Monday after tracing the vehicle identification number of the SUV.

Mr Shahzad is believed to have been heading to Pakistan via Dubai, and had bought his ticket on the Emirates flight at the last minute, something which alerted authorities to his plans. Emirates, however, failed to notice that his name had been added to a no-fly list in the previous 24 hours, and he was already aboard the plane at the gate when he was arrested.

After he was taken off, the plane was allowed to taxi, but was called back to the gate so police could remove and interview two other passengers they thought were suspicious. They were later cleared.

The area around Times Square was teeming with life as normal yesterday, just days after an incident that was the closest that the US has come to a terrorist attack on its soil since the 9/11 attacks on the World Trade Centre in 2001.

President Barack Obama praised New Yorkers' vigilance and their resolve. They had shown "how to live with heads held high", he said. "As Americans and as a nation, we will not be terrorised. We will not cower in fear. We will not be intimidated."