Hello Pedro, I'm sure It is your problem. I did it.

package test;
import java.awt.*;
import java.awt.event.*;
import javax.swing.*;
public class Honh extends JFrame{
    private JComboBox ch;
    private String[] str = {"horse", "dog", "cat", "camel", "rabbit",
"robot"};
    String str_buff = "";
    public Honh(){
        setLayout(new FlowLayout());
        setVisible(true);
        setSize(200, 200);
        setLocation(500, 300);
        setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        ch = new JComboBox();
        ch.setEditable(true);
        ch.addItem("");
        ch.getEditor().getEditorComponent().addKeyListener(new KeyListener()
{
            public void keyPressed(KeyEvent ke) {}
            public void keyReleased(KeyEvent ke) {
                if(ke.getKeyCode() >= 65 && ke.getKeyCode() <= 90){
                    str_buff = str_buff.concat(Character.toString(ke.getKeyChar()));
                    System.out.println("haha + " + str_buff);
                    ch.removeAllItems();
                    ch.setSelectedItem(str_buff);
                    for(int i = 0; i < str.length; i ++){
                        if(str[i].contains(str_buff)){
                            System.out.println(str_buff);
                            ch.addItem(str[i]);
                            ch.setSelectedItem(str_buff);
                        }
                    }
                    ch.showPopup();
                }
                else if(ke.getKeyChar() == KeyEvent.VK_BACK_SPACE){
                    int len = str_buff.length();
                    if(len <= 1){
                        str_buff = "";
                        ch.setSelectedItem(str_buff);
                        ch.removeAllItems();
                    }else{
                        str_buff = str_buff.substring(0, len - 1);
                    }

                }
            }
            public void keyTyped(KeyEvent ke) {}

        });
        add(ch);
    }
    public static void main(String[] args) {
        new Honh();
    }
}