Ghost is something that some believe and some won't. But still most of them get frighten to some extend, when they watch terrific horror films. Perhaps it is due to the terrific sounds or special effects that imposes ones mind. But there is a specific science that has the ability to explain the concepts of the spirits or ghosts called Adhyathma (A study centered around the soul)in the Ancient Indian script.
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According to the teachings of the ancient scripture Bhagavad Gita, the brain (and the body in general) is only a mechanical device used by the spirit soul (the actual self). It is described that just as a passenger rides in a chariot, in the same way the spirit soul is riding in this vehicle of the body.
The scriptures state that one who commits suicide will have to remain as a ghost for the period of time that one's body was supposed to exist. A ghost is nothing but a person with no physical body. According to the sankhya system, our body is made up of two coverings, the sukshma-sharira (subtle body) and the sthula-sharira (gross body). The gross body is made up of the panca-bhutas (earth, water, fire, air and ether), and the subtle body is made up of the mind (manas), intelligence (buddhi) and identification (ahankara). It is the subtle body which accompanies the soul into the next body at the time of death.
The gross physical body has a particular duration of existence based on one's prarabdha karma(results of the deeds of his previous incarnation).When one commits suicide, one brings one's physical body to an end prior to it having completed it's allotted time. One's next body is prepared in the akasha (ether), ready to manifest at the end of one's allotted time (the normal death of one's physical body).
Thus if one was supposed to live for 100 years, one's next body will be waiting for you after that 100 years. If for some reason one were to commit suicide at the age of 50, then one's next body will not be ready, and one will remain in an ethereal state until the balance 50 years of existence pass.
This state of existing as a ghost is a great suffering for the individual, as they lack the senses through which to act. The desires to act remain, as the mind, intelligence and identification of the subtle body are still existing. But lacking a physical body with senses, it becomes impossible to satisfy the desires one has. This leads to a hellish state of existence for the soul.