If you're willing to write $\bar{R}^2$ instead of Adj. $r^2$ -- the former notation is much more common in my field, viz., econometrics -- you can shorten the header material sufficiently so that the table will fit in "ordinary", i.e., portrait mode. Like the other two persons giving answers up to now, I also recommend using the rule-drawing macros of the booktabs package.
\documentclass[a4paper]{article} \usepackage[english]{babel} \usepackage[utf8]{inputenc} \usepackage{amsmath} \usepackage{tabularx,booktabs} \newcolumntype{C}{>{\centering\arraybackslash}X} \title{Your Paper} \author{You} \begin{document} \section{Introduction} \begin{table}[h] \begin{tabularx}{\textwidth}{ @{} l *{10}{C} @{} } \toprule PH & \multicolumn{2}{c}{10 } & \multicolumn{2}{c}{20 } & \multicolumn{2}{c}{30 } & \multicolumn{2}{c}{45 } & \multicolumn{2}{c}{60 } \\ \cmidrule(lr){2-3} \cmidrule(lr){4-5} \cmidrule(lr){6-7} \cmidrule(lr){8-9} \cmidrule(l){10-11} W & \textsc{rmse} & $\bar{R}^2$ & \textsc{rmse} & $\bar{R}^2$ & \textsc{rmse} & $\bar{R}^2$ & \textsc{rmse} & $\bar{R}^2$ & \textsc{rmse} & $\bar{R}^2$ \\ \midrule 4 & 7.77 & 0.92 & 14.23 & 0.72 & 19.23 & 0.48 & 24.10 & 0.18 & 26.61 & 0.01\\ 7 & 7.79 & 0.91 & 14.26 & 0.71 & 19.22 & 0.47 & 23.99 & 0.18 & 26.35 & 0.02 \\ \bottomrule \end{tabularx} \caption{My caption} \label{my-label} \end{table} \end{document}