I said,"I have finished my work."change the narration
Answer»
I said that I had finished my work.
Explanation:
The given ReportedSpeech is in Present Perfect Tense and since the REPORTINGVERBis in SIMPLE Past Tense, the Reported Speech is changed into Past Perfect Tense in Indirect Speech.
The form for Past Perfect Tense is Subject+had+Verb(PastParticipleform)+Object.
The TWO parts (Reporting Verb and Reported Speech) are connected by 'that'.