In this paper we study the problem of finding neighbor optimal designs for a general correlation structure. We give universal optimality conditions for nearest-neighbor (NN) balanced block designs when observations on the same block are modeled by an autoregressive AR(m) process with arbitrary order m. The cases m=1,2 have been studied by Grondona and Cressie (Sankhyā Indian J Stat Ser A 55(2):267–284, 1993) for AR(2) and by Gill and Shukla (Biometrika 72(3):539–544, 1985a, Commun Stat Theory Methods 14(9):2181–2197, 1985b) and Kunert (Biometrika 74(4):717–724, 1987) for AR(1); we extend these results to the cases m≥3.