Derivative Instruments and Hedging Activities - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended					3 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014 Fixed to Floating Interest Rate Swaps Agreements [Member]	Jun. 30, 2014 Commodity Forward Contracts [Member]	Sep. 30, 2013 Commodity Forward Contracts [Member]	Jun. 30, 2014 Commodity Forward Contracts [Member] Cash Flow Hedges [Member]	Jun. 30, 2014 Forward Exchange Contracts [Member]	Sep. 30, 2013 Forward Exchange Contracts [Member]	Jun. 30, 2014 Interest Rate Swaps [Member] Cash Flow Hedges [Member]	Sep. 30, 2013 Interest Rate Swaps [Member] Cash Flow Hedges [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount					$ 250,000,000	$ 0	$ 0		$ 1,400,000,000	$ 2,200,000,000	$ 0	$ 0
Reclassification of terminated interest rate swaps to interest expense within the next 12 months	6,000,000		6,000,000
Interest rate					3.125%
Interest rate swap agreement conversion description					The outstanding swaps represent fixed-to-floating interest rate swap agreements the Company entered into, in March 2014, to convert the interest payments on $250 million of the Company’s 3.125% notes, due November 8, 2021, from the fixed rate to a floating interest rate based on LIBOR.
Financial instruments related to hedges, maturity date					Nov. 08, 2021
Gain recorded on fair value hedges	4,000,000		4,000,000
Offsetting loss recorded on underlying debt	4,000,000		4,000,000
Gain/(loss) on commodity derivative contracts								0
Gains or losses, related to hedge ineffectiveness		$ 0		$ 0