Every time I switched my iPhone off, he switched automatically on. What is wrong?

How are you switching it off? Are you holding the home button and sleep button on top at the same time until the phone shuts off? or are you just holding the sleep button until you see the 'slide to power off' slider? If you're doing the former, you're not actually shutting off the phone, you're resetting it. If you're doing the 'slide to power off' thing, and your device isn't staying off, it is possible that you have a hardware issue. Create a backup, then restore your device as new. If the issue still happens when you have a wiped device, it's a hardware issue for sure and it needs to be replaced

I had this happen to me one time. I connected the iPhone to the power adaptor i.e. charger and then switched it off. It stayed off after that. Sometimes, if the phone was connected to a charger when switched on, some glitch makes it switch on again when disconnected and switched off. Don't know if this will work now, but it did for me on my old iPhone 4 earlier.