The Dog Shadow

This experience I've had happened in 2013 over the winter. My mother and I were sitting in my room on my bed bonding and talking about whatever there was to talk about. To give you an idea of my room: Once you enter, my bed is up against the left wall, I have my dresser right beside my bed, my closet would be right beside you, and on the right wall I have my TV, and my window with curtains on it. My room is connected to a room that my grandmother calls the green room. It just contains plants, her watering cans, planting tools etc.
So my mother and I were speaking and she looked toward my window and she just kept staring. So I looked toward the window and saw the shadowy outline of a dog, it looked like a German Shepherd. At first I was like, "Why is there a dog at my window?" Then I realized that it was winter and my grandmother ALWAYS leaves the door to the green room locked. That's when my mother and I realized that this shadow was a spirit because nothing could have gotten in or could have gotten out.
For some reason I was really scared. I couldn't see the spirit, but it was so intimidating because of its stance and the way its tail was wagging. I turned to my mom and asked, "Can you please go and check what is behind those curtains at my window? I don't want to do it." I was so scared I was just sitting there staring at the dog to see if it would do anything. My mom looked at me like I was crazy and said, "Hell no. I'm not getting up." So I grabbed my cell phone and called my father to come and see what this was.
Twenty minutes later, the shadow was still there. I heard my father enter the house and I yelled out, "DAD! COME NOW! HURRY." He rushed into my room and my mother told him that there was a shadow at my window. He looked towards the window, saw the shadow, hesitated and walked over. The shadow is still there in the same position. When he pulled back the curtains - guess what? NOTHING WAS THERE. We were so confused because we all saw the shadow there. Where could it have gone?
I don't know my house's history, and I certainly don't know if the past owners had a dog. But still until this day, I think about that shadow at my window and where it came from.