Pest in the bedroom & the shaking chair with dog on it

My oldest daughter was going to bed. Within about a minute after she was in her room she yells down and says that someone/thing whispered her name. I told her to tell it to go away, she wasn't putting up with it and just go. not long after I told her that, Karen and I were standing in the kitchen and our one dog was standing on the dining room chair. Next thing we know he is standing there with this helpless look in his eyes and the chair starts shaking and shakes for I would say around 30 seconds. After the chair stopped shaking he got off it and after speaking with a friend about this earlier tonight, she mentioned that maybe they were holding him on there, reason being why he didn't jump off and the look he had on his face.