According to this guide http://docs.magento.com/m2/ee/user_guide/marketing/google-tag-manager.html there should be some options in magento2 2.2.2 to choose google tag manager instead of just google analytics, but in my Magento 2.2.2, I can only choose Google analytics, under store->configuration->sales->Google API->Analytics I guess I need to install some additional feature, since I upgraded from 2.1.9 to 2.2.2?
Do you have Enterprise Version or Community/Open Source version of Magento? Tag Manager is available in Enterprise version of Magento only. Here is the URL for Open source version of Magento.
I have created a FREE module which provides the feature to add Google Tag Manager on Magento 2.x.
Here's the link of the module: https://marketplace.magento.com/chapagain-googletagmanager2.html