Who You Gonna Call? Ghostbusters!
The first question to ask in this situation is, “Are ghosts real?” And the next question is, “Is it a ghost?” Ghost or not, real or not, cops can be afraid too. And there is no way to say whether he was just imagining it or he did get a visit from the other side.

There is no way that any cop who experienced a ghost sighting, whether imagined or real (and who can really tell?), will go to this place alone. Not after word gets around that there is a ghost lingering there. One thing is for sure, buddying up is the only way to go.