This happened to my cat. I had two cats, Cassy and Jazzy (Don't ask about the names, I was 7 when I made them up). One day the neighbor's three dogs broke loose in the back field of our house. They found Jazzy, and killed her. For the next three months my other cat, Cassy, would end up staring out a window into the field and rippid out her fur. This wasn't normal for her, so I knew it was because Jazzy had been killed.