Wiktionary
go chase yourself
interj. (context dated English) go away (and stop bothering me)
Wikipedia
Go Chase Yourself
Go Chase Yourself is a 1938 American comedy film directed by Edward F. Cline and written by Paul Yawitz and Bert Granet. The film stars Joe Penner, Lucille Ball, Richard Lane, June Travis, Fritz Feld and Tom Kennedy. The film was released on April 22, 1938, by RKO Pictures.