What is a screaming witch or ghost called?

one night me and my nephew were sleeping in my living room when i got woke up by an eerie sound. i could hear my cats sceaming as if they were being killed. also i could hear the thing in the window screaming and it sounded as if it was saying here kitty. i asked it who it was and it stopped for a few seconds then continued. then i tried to wake up my nephew and i yelled to him hit him and nothing i could do would ever wake him up. i could definately see the outline of it it looked as if it had a squareish head and long hair. i couldnt see its face because it was dark out i also remember the time was around 4:30 a.m. then after about 5 minutes it finally left to leave me startled and scared and nobody seen it nor heard it. the following day we looked at the screen and the screen had tears all through it coming from the outside in. also the following week i got woke up by the same sound of the cats screaming and the thing screaming also this was around the same exact time. we have also searched the internet we could not find anything to come up exept banshees but we live in PA. if anyone could tell me what this may be please answer back. Thanks