This question concerns a very famous short story by Saki. For much of the story, it appears to be a ghost story with supernatural elements. That there are no ghosts or apparitions involved is the twist ending.
There are votes to close the story as off topic, as it is not, strictly speaking, fantastical in any way. However, it raises a logical question of whether stories that appear to contain fantasty (or SF) elements should be on topic, even if it is ultimately revealed that what is actually happened is entirely mundane.