You might want some concrete evidence, but you'd be the first one ever if you ever got it. We have to accept the possibility that the reason why ghosts are so elusive is that they don't exist. At least not as real external, concrete entities.
However, that doesn't devalue the experience of having seen a ghost - it just explains it in terms of internal mental processes rather than strange authoritarian external ones.
If a ghost is a spirit of some kind, then you have to start asking what a spirit is, where it might come from and what are the processes by which it exists and operates.
It is far simpler to imagine people as being the same as animals and operating due to the same electro-chemical impulses that function inside their brains. If people have souls, then why not chimpanzees or dolphins or pets? But this discussion isn't asking whether ghosts exist or not, it's asking what they might be made of if they DID exist - so I will gracefully butt out before I get into trouble