Sideways (rotated 90 degrees) label for table

\documentclass{article}
\usepackage{rotating}
\begin{document}
\raisebox{-.2in}{\rotatebox{90}{Arriving Week}}
\renewcommand\arraystretch{1.2}
\begin{tabular}[b]{p{0.8in}|p{0.8in}|p{0.8in}|}
  \cline{2-3} 
  & \multicolumn{2}{|c|}{Returning Week} \\ \cline{2-3}
    & 1 & 2 \\ \hline
  \multicolumn{1}{|l|}{1} & 0.3 & 0.2 \\ \hline
  \multicolumn{1}{|l|}{2} & 0.1 & 0.1 \\ \hline
\end{tabular}
\end{document}

Similar to Steven's solution, but reproduces almost exactly the table in your image.

You have to compile it with xelatex.

\documentclass{article}

\usepackage{fontspec}
\defaultfontfeatures{Ligatures=TeX}
\setmainfont{Calibri}

\renewcommand\arraystretch{1.15}

\begin{document}

\raisebox{-1.4cm}{\rotatebox{90}{Arriving Week}}\hspace{3pt}
\begin{tabular}{|p{2.5cm}|p{2.5cm}|p{2.5cm}|}
  \multicolumn{1}{l}{}  & \multicolumn{2}{l}{\hspace{1.1cm}Returning Week} \\ \cline{2-3}
  \multicolumn{1}{l|}{} & 1 & 2 \\ \hline
  1 & 0.3 & 0.2 \\ \hline
  2 & 0.1 & 0.1 \\ \hline
\end{tabular}

\end{document}