The Latics have been billed as relegation fodder for much of the campaign, with it only recently that they have shown signs of life.
One defeat in six has offered them hope in their survival bid, with a 1-1 draw with West Brom last time out enough to see them off the foot of the division.
They are now just one point from safety and McArthur is confident Roberto Martinez's men can steer clear of trouble and preserve their Premier League status.
"We just need to keep performing the way we have been doing, keep creating the chances and hopefully next time a few more will go in," he told the Wigan Evening Post.
"We want to move up that table and prove everyone wrong.
"It was exactly the same last year, everyone wrote us off and said we were down, and that wasn't the case.
"Hopefully this year will be the same."
McArthur was on target as the Latics were held at home by the Baggies and believes they can take plenty of positives from that outing, with opportunities to win games being carved out.
"I think it was probably our best performance of the season in terms of number of chances created - and four out of the last five performances have been very good," he added.
"We just need to keep battling away, keep fighting for each other, and hopefully we'll be okay.
"We were unlucky in front of goal, we were just lacking that bit of luck you need.
"We created numerous chances, we finally get that one bit of fortune, and then we concede a silly goal at the other end."