In your opinion, did the speaker actually hear a ghost? Why or why not?

James Thurber's "The Night the Ghost Got In" tells of the circumstances which resulted in broken broken windows and a police officer getting shot. An argument for both sides can be made regarding an actual ghost being in the Thurber household.
One could argue that the ghost is real based upon a couple things. First, the narrator begins the story with the following statement:

The ghost that got into our house on the night of November 17, 1915, raised such a hullabaloo of misunderstandings that I am sorry I didn’t just let it keep on walking, and go to bed.

This makes it sound like the ghost was real, at least for the narrator. The fact that the story opens with this line alludes to the "reality" of the moment. The narrator opens the story rather matter-of-factly. Why shouldn't we, as readers, believe him?
Next, the factual nature of the story continues with the speaker's recollection of the events of the night:

My mother was asleep in one room upstairs, my brother Herman in another; grandfather was in the attic, in the old walnut bed which, as you will remember, once fell on my father.

The idea of the speaker talking to readers as friends makes the story that much more believable. Given that "we" should "remember," alludes to the idea that we know things about the family, personal things. As "friends," lies should not be told.
Lastly, the events are given a date, November 17, 1915. The narrator even goes as far as to give readers the time: 1:15 in the morning. The details here add to the reality and believability of the events.
All that said, one could also argue that the ghost was not real. The ghost is never seen, only heard. When the police show up most everyone believes that the footsteps heard were those of burglars. This, for those who do not believe in the supernatural, would be a far more reasonable reason behind the footsteps.
Either way, most stories are meant to entertain, and this story makes the reader think about the reality of the events of that November night.