Yes, you can. MIDI data recorded or loaded to the MONTAGE Recorder can be converted to a User Arpeggio. As many as 256 User Arp’s can be stored in a User Bank.
MIDI data can be converted from a Track of the recorder using a special Job. An Arp Phrase can be made up of 16 unique notes, and can be converted using one of three Convert Types: Fixed Note, Original Note, Normal
Please see the link below for an overview of articles concerning the Arpeggiators, how they work, and how to create your own...
Note that if you have firmware v1.1 - this is an example of a firmware version that did not have the ability to create user ARPs. On the slim chance you have an old firmware version - upgrading to the latest would benefit you in several ways including possibly adding the create user ARP feature.