Green and red flying object while looking west from my kitchen window making odd moves

At about 00:05 hrs in Phoenix, Arizona, from my kitchen window I saw a red & green lighted object acting unusual to the west of my house near 44th Street & Indian School. I grabbed my iPhone and went out to my back yard to video it. I was probably over 2 or 3 miles away at a 20 degree angle above the ground to the west of my house. My wife, Jacque, came out also when I grabbed my iPhone and told her there was an unusual light flying to the west. I also saw and filmed a second object which I only saw for 10 or 15 seconds. The object seemed to be rotating and giving off a green and red light. It acted erratically when it started to move and was able to descend and accend at a fairly fast rate which told me it was not a normal aircraft and was not a helicopter because of the speed of vertical movement. I am a private pilot and very familiar with aircraft lights and motion. We frequently see aircraft flying near by because of our proximity to Sky Harbor Airport 3 miles directly south of us. Both lights shot downward and out of sight after about 5 minutes.