"We said" would be either ἔφαμεν (imperfect) or ἐφήσαμεν (aorist), both with the beginning ἐ-augment that indicates a past tense of the indicative.
So before you redo this sentence, you need to study the conjugation of φημί; maybe it's in the lesson you're working on right now! (Always read the lesson before trying the exercises.)
Next, you need to review how the independent "deliberative" subjunctive is used (first person singular and plural).