Pakistan hold an unassailable 2-0 lead in the three-match series after the nine wicket and 16-run victories in the two back-to-back matches in Dubai.
Arthur said the series win is the first step in building a new team, five months after they crashed out of the World Twenty20 in India.
“Without a doubt the series win is the first step in the right direction,” said Arthur on Monday. “We want to win it 3-0 and want to be ruthless with our attitude.”
Pakistan have never won two T20 matches in a three-match series.
Their spin assault saw West Indies crumble for 115 on Friday, with left-arm spinner Imad Wasim grabbing a career best five for 14.
They then scored 160 for four before restricting the West Indies for 144 for nine on Saturday.
Arthur believes his players are achieving targets after losing a one-day series 4-1, but winning the only T20 on their recent tour of England.
“We set ourselves some realistic goals.
“First of all we want to play the brand of cricket that’s up with the task, we want players who can do the job and I think we went some way to finding out some players in this series who can do that,” said Arthur who replaced Waqar Younis after the World T20.
Arthur was satisfied with Pakistan’s batting approach, specially in the power-plays.
“Some of the things we identified in the England series was power play thing and that is pleasing that we have improved on that.
“The dot ball percentage (we play) was always far too high, so we had to rotate the strike more and we particularly worked hard to score off good balls and have done good power hitting.”
Arthur hoped dashing batsman Umar Akmal will redeem his career, recalled to the T20 squad after five months and in the one-day team after a year and a half.
“I had a very serious chat with Umar,” said Arthur of Umar being dropped for disciplinary reasons.
“He knows where he stands, but he has been outstanding and has stuck to his work and he is working very hard and I am enjoying working with him.”
Arthur believed West Indies were finding life difficult against his spinners.
“Look, it’s always an area where we try to expose opponents in these conditions and we have done that with spin bowling.
“These are our conditions so we try to expose them in our conditions and we have been smart in these conditions.”