First person pronouns in the direct speech change according to the subject of the reporting verb in the indirect speech.

Direct: He said, ‘I am busy.’
Indirect: He said that he was busy.
Direct: She said, ‘I am unwell.’
Indirect: She said that she was unwell.
Direct: I said, ‘I will be late.’
Indirect: I said that I would be late.
Direct: They said, ‘We will not permit this.’
Indirect: They said that they would not permit that.
Direct: We said, ‘We need to buy some clothes.’
Indirect: We said that we needed to buy some clothes.’

Second person pronouns in the direct speech change according to the object of the reporting verb in the indirect speech.

Direct: He said to me, ‘You have to come with me.’
Indirect: He told me that I had to go with him.
Direct: She said to me, ‘You can go.’
Indirect: She told me that I could go.

Direct: She said to him, ‘You can go.’

Indirect: She told him that he could go.

Third person pronouns in the direct speech will not change in the indirect speech.

Direct: He said, ‘She is a good girl.’
Indirect: He said that she was a good girl.
Direct: She said, ‘They have invited us.’
Indirect: She said that they had invited them.
Direct: They said, ‘He does not have the necessary qualifications.’
Indirect: They said that he did not have the necessary qualifications.

Notes

While changing the pronouns in the manner stated above, it should be noted that the new (changed) pronoun will have the same case and number as the original one.

I will change into he, she, you or it.
We will change into you or they.
Singular you will change into I, she, he or it.
Plural you will change into we or they.
He, she and it will change into I only.
They will change into you or we.
Me will change into him, her, you or it.
Us will change into you or them.
Singular you used as object will change into me, him, her or it.
Plural you used as object will change into us or them.
Him, her or it will change into me or you.
Them will change into us or you.
My will change into your, his, her or its.
Our will change into your or their.
His, her and its will change into my or your.
Their will change into our or your.