The required anomaly cancellation depends on the exact Eisenstein series of weight two law
Here is a way to establish it without assuming that is a modular form. The lattice definition of the completed nonholomorphic Eisenstein series in Question 6 is modular invariant. Its Poisson summation calculation, proved there, gives the finite Laurent coefficient at as
The residue is constant, so is also invariant. This calculation uses only convergent Gaussian integrals and the analytic infinite product, not modularity of that product. Using the Wirtinger derivative , with , differentiation of the locally uniformly convergent series gives
Differentiate to see that transforms with weight two. Substituting yields
since . This is the weight-two transformation from an invariant Eisenstein limit.
Combine this law with the derivative transformation of a weak modular form proved in part (i). The anomalous terms in cancel exactly, leaving the weight- transformation law. Both functions are holomorphic on the complex upper half-plane, and their Fourier expansions contain no negative powers. Hence the Serre derivative satisfies
Its constant coefficient is ; it need not be a cusp form when is not cuspidal.