To form a compound, we need to change the structure of the molecules and mostly form new bonds between molecules to result in a compound.
A nuclear change changes the element completely and forms new elements, so nuclear is a wrong choice.
A phase change only changes the phase of the element (solid, liquid or gas) but does not change structure, so phase is a wrong choice
A physical change does not change the structure of the molecules, so physical is also a wrong choice.
On the other hand, a chemical change changes the structure of molecules and/or breaks/forms bonds.
Therefore, the right choice is chemical.