Investigators arrested three people linked to the suspect in the failed Times Square bombing during raids on Thursday in suburbs of New York, Boston and Philadelphia but officials said there was no new threat.

The three arrested people may have provided money to Faisal Shahzad, who is accused of trying to set off a crude bomb made of fuel and fireworks in a vehicle parked in New York's Times Square on May 1, US Attorney General Eric Holder said.

In Pakistan, authorities have arrested a man linked to the Pakistani Taliban who said he helped Shahzad travel to Pakistan's tribal areas for bomb-making training, the Washington Post reported.

The man provided an "independent stream" of evidence that the Tehrik-e-Taliban Pakistan (TTP) was behind the failed attack, the newspaper said, citing US officials.   

The TTP claimed responsibility for the attempted bombing. If proven, it would be the group's first act in the United States.

Shahzad, a naturalised US citizen from Pakistan, has admitted to the plot and to receiving bomb-making training in a Taliban and Al Qaeda stronghold in Pakistan, prosecutors said, but he claims to have acted alone.

The Boston-area searches occurred at a house in Watertown, where two people were known to have been taken into custody, and at a gasoline station in affluent Brookline.   

US federal agents could be seen carrying boxes, envelopes and a crowbar out of the multifamily building in Watertown, a working-class town with a large Middle Eastern community.   

Massachusetts authorities said the people had been under surveillance for some time but did not specify how long. "These are people who are connected to Mr Shahzad. We're still trying to determine exactly what the nature of that connection was," Holder told reporters in Washington.   

"There's at least a basis to believe that one of the things that they did was provide him with funds," he said, calling the arrests a significant step.

He said investigators were looking into whether those arrested knew what the money would be used for. A law enforcement source said the two people arrested near Boston were Pakistani. The third arrest occurred in South Portland, Maine, according to local media. - Reuters