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My question is, is there any way to record voice arpeggio in pattern?

Yes, of course, there is. The Direct Performance Record allows you to record more than one arpeggio PART at a time (and works from PERFORMANCE mode). When you are in SONG or PATTERN mode, however, the Arpeggiator can be recorded for one PART at a time. This is because in SONG or PATTERN mode, the sequencer is designed, basically, to record input for a single TRACK at a time from the keyboard (for 99.9% of use cases).

There is a BASIC step-by-step instruction found in the Owner's Manual on page 42: "Creating a Pattern by using Arpeggio".

Please follow that, if you get stuck, post back here.

Preset (or User) Voices can be assigned to play any of the arpeggio types - Arpeggios are not permanently associated with a VOICE, you are free to assign any ARPEGGIO TYPE you desire for any VOICE. Also, whether or not the drums sound when you press keys directly, is assignable. Here's what I mean: when you press the keys a Voice usually responds directly to your key presses, the exception is when the Voice is assigned and controlled by an Arpeggiator and the current Key Mode. When the Arp is ON, drums are typically set only to respond to the assigned Arpeggio, this way you can use those keys to play normal musical sounds. When you STOP the arpeggiator, whether the drums revert to being played directly depends on the parameter setting for ARP PLAY ONLY. When set ON, the assigned Voice will not sound.

And remember there are two Arp On/Off parameters... The main ARP ON/OFF (Common) and the ON/OFF for the individual PART(s). It is not enough to just turn ON the main Arp On, you must also activate the Part's Arp Switch.

For a more detailed look at how you can use the five ARP1-ARP5 buttons to construct a drum part please see the following article from the RESOURCES area here on YamahaSynth:
Recording a Basic Drum Groove

Thank you for your extensive replay. I get some really useful tips here. I will definitively try to create my own performance.
What I had in mind is to record voice arpeggio (selecting drum kit and turn the arpeggio on) directly to the pattern or song track.

You can select any Voice for a PART 1-16 in Pattern Mixing mode.
You can assign any Arpeggio Type to it.

The Arpeggio Types assigned in Voice mode are not apart of the Voice. They are simply added to the programming of the Voice as "extra" settings. These are parameters like Envelope offsets to Amplitude and Filter, Filter cutoff/resonance offsets, and Arpeggio assignments. These "extra" settings can be copied, if you wish to use them as is, into your Pattern Mixing
You copy the arpeggios and other offset/extra programming by turning the "parameter with Voice" function ON prior to selecting the Voice.

If you do not turn "parameter with Voice" ON, prior to Voice selection then these "extras" are removed when you place the Voice in the XF mixer channel. It is very similar to plugging an instrument into a mixer channel. The EQ is reset to flat, the effect send amounts are reset, etc., the "extra" programming is stripped off.

The linked article (in the previous post) takes you through using the ARPEGGIATOR to record a Pattern. Try it, let us know.

Wow.... if you didn't told me exactly that "You can select any Voice for a PART 1-16 in Pattern Mixing mode. "
Pattern mixing mode was a Key where to go to edit mode. This I would never found myself. Actually the thread here
gives me answer where I found these....

• Go to PATTERN mode and assign a drum kit to Part 1 of a blank pattern.
• Press [MIXING]
• Press [EDIT]
• Press Track [1] to view PART parameters
• Press [F2] ARP MAIN
• Set the SWITCH = ON
• Set HOLD = ON
• Set CHANGE TIMING = MEASURE

I was trying like whole weekend to make this thing work.
Huh... XF is a great and complex instrument capable of miracles. Once you know how to use it possibilities are endless.
Thank you so much for your help.

It is a very complex product but actually easy to get around once you know a few very important things:

When you are in a MODE it is always shown in the upper left portion of the screen and by a lighted Mode button.
When you enter [EDIT] there are two layers of editing... An overall or "COMMON" edit layer, and an individual edit layer which could be an individual "Element" if you are in Voice mode, an individual "Part" if you are in Performance, Song Mixing, or Pattern Mixing modes, or individual "Zone" if you are in Master mode.

So when you are in Pattern mode, the word Pattern appears in the upper left corner, if you also press "Mixing" then EDIT, you will be editing the tone generator... Either "common" or "part" parameters. Either [COMMON EDIT] will be lit, or one of the 16 PART numbered buttons will be lit.

Assigning an Arpeggio Type to a Part is going to be a Part Edit parameter. So when you press the [EDIT] button what you see will be influenced by the mode specifically you entered from. This always is shown by the lighted buttons and the top left of the screen.

Hope that helps.

Of coarse is helps... thank you very much.