jQuery autocomplete submenu (create unordered-list in unordered-list)

I have a problem with jQuery autocomplete. On keydown, the selected item isn't "Item1", it would be the full unordered-list including span and the ul.

<ul>
  <li>
    <span>Items</span>
    <ul>
      <li><a>Item1</a></li>
      <li><a>Item2</a></li>
    </ul>
  </li>

  <li>
    <span>Cars</span>
    <ul>
      <li><a>Car1</a></li>
      <li><a>Car2</a></li>
    </ul>
  </li>

  <li>
    <span>Test</span>
    <ul>
      <li><a>Test1</a></li>
      <li><a>Test2</a></li>
    </ul>
  </li>
</ul>

Problem is:
On keydown -> menufocus: ui.item.data("ui-autocomplete-item") -> ui.item is undefined (in jquery.ui.js file)
ul-parameter in menufocus is full list of "Items" (<ul><li><a>Item1</a></li><li>...</li></ul>). What I want: On keydown select Item1, next Item2, next Car1, Car2 and so on...

_renderMenu:
$.each( items, function( index, item ) {
...
  if ( item.category != currentCategory ) {
      categoryIndex++;

      //Create "li"s for every category and append a span and the new ul to it.
      var myLi = "<li class='ui-autocomplete-category'><span class='ui-autocomplete-category-head'><i class='" + category.icon + "'></i> " + category.name + "</span></li>";

      var myLi = $(myLi).removeData("item.autocomplete-item");
      myLi.append("<ul class='ui-autocomplete-inner-ul' role='listbox' aria-labelledby='cat" + categoryIndex  + "' id='innerUlCat"+categoryIndex+"' aria-readonly='true'>");

      var myUl = ul.append(myLi);

        currentCategory = item.category;
  }

  var currentUl = $(ul).find("#innerUlCat"+categoryIndex) || ul;

  li = that._renderItemData( currentUl, item );
});


_renderItemData: return this._renderItemOwn( ul, item );


_renderItemOwn:
  return $( "<li></li>" )
    .data( "ui-autocomplete-item", item )
    .append( "<a class='ui-autocomplete-item'>" + item.label + "</a>" )
    .appendTo( ul );

In _renderItemOwn i added the data "ui-autocomplete-item" but it doesn't work.
Are there any solutions? Thank you!