This is a logical fallacy, appeal to ignorance (argumentum ex silentio litteraly 'argument from silence'). The burden of proof lies with the one attempting to prove the existence of something (whether it be God or anything else) not the other way around.
This is kind of a funny point. Their is no burden of proof on anyone. It is not an issue of someone else needing to convince you. it is for you to convince or not convince yourself.
The belief is entirely internal, not external. There is not going to be empirical evidence. If the evidence was empirical, it wouldn't be a spirit, it would be a man or a dog. That is why it is called faith, and not observation. The belief is entirely internal, not external.