  Berstel proved that the Arshon sequence cannot be obtained by iteration of a
morphism. An alternative proof of this fact is given here. The
$\sigma$-sequence was constructed by Evdokimov in order to construct chains of
maximal length in the n-dimensional unit cube. It turns out that the
$\sigma$-sequence has a close connection to the Dragon curve. We prove that the
$\sigma$-sequence can not be defined by iteration of a morphism.
