Recently K. T. Arasu (personal communication) and Yoseph Strassler, in his PhD thesis, The Classification of Circulant Weighing Matrices of Weight 9, Bar-Ilan University, Ramat-Gan, 1997, have intensively studied circulant weighing matrices, or single sequences, with weight 9. They show many cases are non-existent. Here we give details of a search for two sequences with zero periodic autocorrelation and types (1,9), (1,16) and (4,9). We find some new cases but also many cases where the known necessary conditions are not sufficient. We instance a number of occasions when the known necessary conditions are not sufficient for the existence of weighing matrices and orthogonal de-signs constructed using sequences with zero autocorrelation function leading to intriguing new questions.