an ar 1 correlation matrix

Hello ,

I was trying to construct an ar 1 correlation matrix. I tried to search a lot but there is no proper way. What I did looks like this, not sure if its right

 e1=zeros(8,8);
 sigma=1;phi=0.22;a=5;
 for t=1:8*8

     e1(t)=(a+phi*e1(t)+sigma*(randn(1)));

 end