The influential Spanish midfield ace says it is becoming very frustrating as early season hopes of challenging for a top four spot and Champions League qualification have disappeared.
Arteta has warned they need to add a top class striker if they are to progress and challenge for a European place.
"I think we had some really good games without any end product - that is the biggest criticism we could have," said the Spaniard.
"Not getting the points and not closing the games when we have had the chance makes it a harder season because it means you've not won enough games, we have drawn too many.
"But David Moyes he doesn't want anyone complaining about how sorry we feel because we haven't had the money to spend or we have players injured.
"He says 'Take it as it comes' and we have to go out there and do what we are paid to do."