This page claims Bug was neutral against Ghost in the first-generation games but became not very effective in the second generation, and the R/B/Y type chart here indicates the same. According to R/B/Y's actual internal type chart data structure, however, Bug is not very effective on Ghost there like in the later games. Look on line 73, where it says db BUG,GHOST,05
(the format of the list is db [attacking type],[defending type],[damage multiplier times ten]
, as you can verify if you look at some of the other entries).
(Also, it may be confusing how the Generation 1 changes section only says there were no Dark or Steel types, not that there was no Fairy type. The above section where it explains Fairy didn't exist is headlined as "Generations 2-5", which does not necessarily imply that the information there also applies to the first generation.)