An algorithm to prove holonomic differential equations for modular forms

Express a modular form $g$ of positive weight locally in terms of a modular function $h$ as $y(h)$, say. Then $y(h)$ as a function in $h$ satisfies a holonomic differential equation; i.e., one which is linear with coefficients being polynomials in $h$. This fact traces back to Gau{ss} and has been popularized prominently by Zagier. Using holonomic procedures, computationally it is often straightforward to derive such differential equations as conjectures. In the spirit of the ``first guess, then prove'' paradigm, we present a new algorithm to prove such conjectures.