SELECT distinct t3.stat_id, t1.Plan as P1, t2.Plan as P2, t3.Plan as P3 from table as t1, table as t2, table as t3
where (t1.year= 2005 )and(t1.month= 1 )and (t2.month= 2 )and(t3.month= 3 )and(t1.stat_id=t2.stat_id)and(t2.stat_id=t3.stat_id)

SELECT t.stat_id, 
       SUM(IFNULL(IF(t.month= 1 ,t.Plan, 0 ), 0 ) AS P1,
       SUM(IFNULL(IF(t.month= 2 ,t.Plan, 0 ), 0 ) AS P2, 
       SUM(IFNULL(IF(t.month= 3 ,t.Plan, 0 ), 0 ) AS P3
FROM table AS t
WHERE t.year= 2005  
  AND t.month BETWEEN  1  AND  3 
GROUP BY t.stat_id

table type possible_keys key    key_len     ref   rows    Extra 
t1      ref   <MEMO>     indx2     9  <MEMO>  13   Using   where 
t2      ALL  <NULL>     <NULL> <NULL>  <NULL>  71136  Using where;Using temp.
t3      ALL  <NULL>     <NULL> <NULL> <NULL>  71136   Using where 

table type possible_keys key key_len    ref    rows    Extra 
t1     ref <MEMO>        indx2    14     <MEMO>    1      Using where 
t2     ALL <MEMO>     <NULL> <NULL> <NULL>  71136  Using where; Using temp.
t3     ref <MEMO>      indx_stat  5      <MEMO>   156    Using where 

table type possible_keys key      key_len ref      rows    Extra 
t1      ref   <MEMO>   indx_month   2     <MEMO>  5488    Using where; Using temp.
t2      ref   <MEMO>   indx_stat      5     <MEMO>  156      Using where 
t3      ref   <MEMO>   indx_stat      5     <MEMO>  156      Using where