How to Sew Movable Arms

First of all, your yarn should be placed at the middle of the arms. If it's not in the middle of the arms, just make a few sewing to move it. Look below

Then, impale your doll from side to side until the needle appeared at the other side of the body of your doll.

Return the needle to the other side of the body as seen below

Repeat the process a few times until it's strong enough. Try to sew at the same point to make sure the arm would be movable. Weave in the leftover yarn once you're done. Repeat with the other arm.