Answer:
My class fellows told me that they could not invite me to the party.
Explanation:
When changing direct speech to indirect speech, you need to follow these steps:
Change the reporting verb to an appropriate past tense form if necessary. In this case, "say to" changes to "told".
Remove the quotation marks and adjust the pronouns. "We" changes to "they" and "you" changes to "me".
Change the present tense verb "cannot" to its past tense form "could not".
Ensure the overall sentence structure is coherent in the new form.
So, "My class fellows say to me, 'We cannot invite you to the party.'" becomes "My class fellows told me that they could not invite me to the party."