I figured out how to do this over the summer, and it's so amazing and weirdly easy. My sister loves doing it with me too- she has so much fun! All you need is a digital camera- or at least one with different settings.
01. Set your camera to the longest exposure available. Of course, if it's uber long, it won't work, but most of you won't have that. If you do, set it to a couple seconds longer than usual. On my camera, firework mode is the longest. if you do use firework, you'll have to experiment with what light you take it in because it wont show up if it's too light :).
02. Leave your camera on normal color mode or set it to black and white- either works great. You can edit it afterwards if you want to :)
03. Set up your photo. Your 'ghost' needs to pose BUT it must be a position she can easily get out of.
04. Take your photo. Just click the shoot button and the moment you do, the 'ghost' needs to move as fast as she can out of the shot. Experiment with how long she remains and how she moves. You should have a transparent figure in your normal background. It might be blurry, but that can be cool too. Just experiment but MAKE SURE the background isn't blurry.
I hope you try this :)