DC8-73 CREW HAS A GPWS WARNING WHILE BEING VECTORED TO JFK FROM SWF.

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ACFT POS: R DOWNWIND AT SWF RWY 9. 3000 FT MSL (SMOOTH; IMC). 270 DEG HDG (RADAR VECTOR). DUE TO WX CONDITIONS ON THE ILS APCH PATH; THE DECISION TO DIVERT TO JFK WAS MADE. ATC HAD ACFT TURN FROM A HDG OF 270 DEGS TO A HDG OF 180 DEGS (TOWARDS JFK). UPON COMPLETION OF THIS TURN A 'GPWS' WAS RECEIVED. THE ESCAPE MANEUVER WAS PERFORMED FROM 3000 FT MSL TO 6000 FT MSL. THIS CLB WAS UNAUTH FROM ATC. ATC STATED THAT THE MINIMUM VECTOR ALT IN OUR AREA WAS 3000 FT MSL AND A GPWS SHOULD HAVE NEVER BEEN RECEIVED. 'GPWS' SYS WAS WRITTEN UP IN MAINT LOG. SUPPLEMENTAL INFO FROM ACN 628662: THIS EVENT OCCURRED WHILE BEING VECTORED W OF STEWART IAP (SWF) AROUND SEVERE WX. WE WERE LEVEL AT 3000 FT MSL IN THE CLEAN CONFIGN. NEW YORK APCH ASKED IF WE HAD WX RADAR ONBOARD. WE STATED WE DID. HE STATED WE HAD LEVEL 4 AND 5 TSTMS AT OUR 3 O'CLOCK POS. THIS LINE OF STORMS WAS PAINTING ON OUR DISPLAY. WE ASKED WHERE THE LINE WAS IN RELATIONSHIP TO THE ILS LOC FOR RWY 9. APCH ADVISED US WE WOULD BE IN THE LINE WHILE ON THE LOC AND PROCEEDED TO GIVE US A VECTOR TOWARD THE WX. WE STATED WE WERE NOT GOING TO COMMENCE THE ILS AND REQUESTED VECTORS TO OUR ALTERNATE; JFK. APCH THEN GAVE US ANOTHER R TURN THAT WOULD HAVE TAKEN US INTO THE WX. WE INFORMED APCH THAT WE COULD ONLY ACCEPT L TURNS DUE TO THE WX. AT THIS TIME THE GPWS GAVE A 'PULL UP' COMMAND. WE EXECUTED THE GPWS ESCAPE MANEUVER AND LEVELED OFF ABOVE THE MSA. WE IMMEDIATELY NOTIFIED ATC OF OUR CLB AND THE REASON FOR IT. HE STATED IT SHOULD NOT HAVE GONE OFF AND THAT WE MAY WANT TO GET THE SYS CHKED. WE ENTERED THE GPWS SYS IN THE MAINT LOG. MAINT CHKED THE GPWS SYS AND FOUND NO DEFECTS.