What causes the light on ceiling fan to only remain on for one second, and then shut off without pulling pull chain to disconnect?

Did it start doing this right out of the box or after it had been in use for some period?

Over a perod of time

Sounds like the switch going bad...
I only suggest that because there are so few moving parts in
The lighting circuit...
How old is the fan? Time for a new one?

Replaced switch... there's a black 3 wire box( probably some type of transformer or resistor) that smells burnt.The lamps used are the candelebras( smaller size sockets like xmas tree lamps) so maybe it reduces the voltage for the lamps. Whatever the case, I just want to know how to repair cause it's not worth purchasing a new fan. Fan is in great conition... bout 2 years new!

Already replace the switch. There's a black box inside the canopy of the light that's smells burnt. It's a three wire device

How about searching the web for documents that might help you identify that "black" box...
Until we know that you're at a standstill...

There's a black box inside the canopy of the light that's smells burnt

Is this a remotely controlled fan/light combo?