I think an important thing is not mentioned in the video.
As Justin plays the A arpegggio he say he's playing an A, C#, E, G A but, what I think is more and most important: he's playing the 1, maj3rd, 5th, b7 and 8 of the scale.
So, if you can find the notes in this way on i.e. the 'normal' major scale it's simple to play the arpeggio scale by remembering the 1, maj3, 5, b7,8 which applies of course to both the scales starting with the root on the E and A string.
Great lesson by the way, 'though playin way to long without making a lot of progression these lessons help me making it!