no one knows for sure. ghostbusters show some pretty real evidence sometimes but nothing to know for sure, if your real interested, you should watch ghostbusters.
you have to be a friend and do stuff it wants then if it asks a question and you deny it such as (death,slave, or to jump out a window and be with them) give them a better option like when they ask...
I take it you ask this because of Edenbridge's song The Canterville Prophecy. As far as I'm aware there was no actual "prophecy" in the Canterville Ghost story, but that beautiful song pretty much...