Casiobot in short none of the psr range have anything onboard that can be truly called a sequencer. Yes you can get software to use with a computer but i doubt you would have posted this post if that were the route you wanted to go down.
However i owned the yamaha psr 8000 for about 4-5 years and have squeezed what value i could through its limited sequencer function . Here are some work arounds
1. The composer function ( editing styles ) has far more editing functions similar to normal sequencer functions than the song recorder 16 track sequencer. I believe the styles can record up to 32 bars of music before repeating. So i would programme chunks of songs whether 4-8 bars of music at a time and allocate them to my own user styles. Doing it this way i had much more controll over things like quantising for parts of a track, copying and pasting parts of a track, changing instruments, velocities etc. (none of these functions are available on the song recorder or the so called sequencer). Once you had built up the entire song and stored each element into the user spaces. You would then record the song in style mode and simply hold down the chord you wanted the song to commence in and press record. Then in real time change tyhe user styles as and when you needed to. When you had finished press stop. Then in the multi record function you could re-edit the song you just recorded and play live parts over the top if you wish. You can edit the song further by punching in over ANY track whther it is ACC Comp or Seq track and record live in real time. I would do this often with the drum and bass track to make it sound more live and less repetative.
I managed to get some very good results but it was a cumbersome way to work and you had to think through how you wanted the song to sound much more deeply before actually recording a note. This method might not be so easily adapted to orchestral type pieces as its not so easy to piece continuous sounds like stringed instruments together without hearing very obvious breaks when a pattern/syle has been changed.
If you want an all in one performance and recording hardware instrument i am afraid you cant look to the psr range. Thats simply and very sadly the truth.