Generally, you're looking more for a cold spot than a cold room. That said, a number of things can cause a cold spot. If there is a draft, warm air rising, the AC coming on... etc. I grew up in a haunted house. In the winter, it was just the wind blowing through the floor boards (and if it wasn't, we told ourselves it was), in the summer, we knew what it was. (We didn't have any AC). So, it could be, but not necessarily. I always say to look for the it not to be a spirit before jumping to conclusions. Once everything thing else has been eliminated, then you can start to look into supernatural possibilities.