Postby Atria35 » Tue Nov 27, 2012 8:13 pm
This is deliberately ambiguous. It could easily be his sister's imagination - after all, she was absolutely delusional about him being well during the episode before. It's possible that it just went a step farther into her believing him well and imagining them back home (as well as the goodbye, since that seems like it would be a very Yuuki behaviour).
On the other hand, the Japanese still are quite Shinto, and that could mean that Yuuki was meant (plot-wise) to come back as a ghost to help his sister find home. She was in distress, he loved her, and at least the bit in the house points to something supernatural... though it's also possible it was just coincidence.
I'm fine with it being ambiguous, but my personal preference is to believe he came back as her guardian angel to lead her back to her family.