If you want new columns showing year and month separately you can do this:
df['year'] = pd.DatetimeIndex(df['ArrivalDate']).year
df['month'] = pd.DatetimeIndex(df['ArrivalDate']).month
or…
df['year'] = df['ArrivalDate'].dt.year
df['month'] = df['ArrivalDate'].dt.month
Then you can combine them or work with them just as they are.