1. He said, "I am going to town with my sister"

=> He said he was going to town with his sister

2. He said to her, "you are wearing your best clothes"

=>He said to her that she was wearing her best clothes

3. They said, "We are unlucky today"

=> They said they were unlucky that day

4. She said to me, "I want to speak to your brother"

=> She said to me that she wanted to speak to my brother

5. She said, "I have helped my mother"

=> She said she had helped her mother