I certainly believe that spirits are around. I am confident that dogs can sense these things too. But don't worry if that's what you are dealing with, I think the best way to deal with this is to NOT get too creeped out, that may be the one thing you will have control over in a situation like this. (If it is a ghost) Just back up your dog and let hin know you have 'got his back' that way he won't feel discouraged.