Adding an onchange event to a custom dropdown menu in WordPress

I have added a wrapper to your html output and then written a jQuery code that you can use –

function embed_url() {
$dropdown_menu = '<select><option>OptionDefault</option><option value="?id=1">Option1<option value="?id=2">Option2</option></select>';
$full_url="<object type="text/html" data=" . $embed_this_url . ' style="width:100%; height:100%"><p> URL could not be loaded. </p> </object>';

return '<div class="site-url">' . $dropdown_menu . $full_url . '</div>';

}

jQuery code –

jQuery(document).ready(function($){
$('.site-url select').on('change', function(){
var param = $(this).val();
var url = $('.site-url object').attr('data');
url += param;
$('.site-url object').attr('data', url);
}); 
});