Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
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The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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Fixed interest rate related to the interest rate derivative.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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The net gain (loss) recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Derivative Financial Instruments (Details) - USD ($)	3 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Dec. 31, 2017	Dec. 31, 2016	Sep. 30, 2017
Effect of derivative financial instrument on the consolidated statements of comprehensive (loss) income
Amount of gain recognized on derivative in Other Comprehensive Income	$ 459,000	$ 3,123,000
Gain or loss recognized related to hedge ineffectiveness	0	0
Gain from components excluded from assessment of cash flow hedge effectiveness	0	0
Estimated amount to be reclassified from Accumulated other comprehensive income (loss) as an increase to interest expense	93,000
Fair value of derivatives in a liability position	2,200
Assets needed if breach of agreement	2,200
Interest Expense
Effect of derivative financial instrument on the consolidated statements of comprehensive (loss) income
Amount of gain reclassified from Accumulated Other Comprehensive Income into Interest expense	43,000	$ 145,000
Other Assets
Fair value of derivative financial instruments
Fair value of derivative financial instrument asset	1,951,000		$ 1,460,000
Accounts payable and accrued liabilities
Fair value of derivative financial instruments
Fair value of derivative financial instrument liability	$ 1,000		$ 14,000
Hedging instrument \| Interest Rate Swap, Maturity Date January 1, 2021 [Member]
Interest Rate Derivatives
Fixed rate (as a percent)	3.86%
Hedging instrument \| Interest Rate Swap, Maturity Date April 1, 2022
Interest Rate Derivatives
Notional Amount	$ 1,418,000
Fixed rate (as a percent)	5.25%
Hedging instrument \| Interest Rate Swap, Maturity Date May 6, 2023
Interest Rate Derivatives
Notional Amount	$ 26,400,000
Fixed rate (as a percent)	3.61%
Hedging instrument \| Interest Rate Swap, Maturity Date September 19, 2026
Interest Rate Derivatives
Notional Amount	$ 27,000,000
Fixed rate (as a percent)	4.05%
London Interbank Offered Rate (LIBOR) \| Hedging instrument \| Interest Rate Swap, Maturity Date January 1, 2021 [Member]
Interest Rate Derivatives
Notional Amount	$ 9,200,000