add onchange to select in a wp form

you can add any attribute to <select> using wordpress filter wp_dropdown_cats .
wp_dropdown_cats filter allows you to modify the content of the taxonomy drop-down output.
Try below code.

function addAttributeToDropdown($html_content){
  $html_content = str_replace('<select','<select onchange="myFunc()"',$html_content);
  return $html_content; 
}

add_filter('wp_dropdown_cats','addAttributeToDropdown');

add this inside your functions.php file