It occurs to me when I want to say I am gonna go out to some place. Can I say I'm gonna go away to some place? Do these two phrasal verbs make the same meaning?
Learn English – ‘go out’ and ‘go away’
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Phrasal verbs are usually idiomatic expressions that cannot always be understood by analyzing the elements that comprise the verb. For example, with go after, an isolated sentence (one without a context) is ambiguous:
John went after Susan.
If it's not a phrasal verb, then it means that Susan went first and John went second. After is a preposition, and Susan is the object of the preposition.
If it is a phrasal verb, it may mean a number of things (it requires a context to understand what it means):
(a) John tried to attack Susan. Perhaps he wanted to hit her or kill her or rape her or mug her.
(b) John ran to capture Susan and arrest her. Perhaps he's a policeman and she's a shoplifter or a kidnapper.
These are two possibilities. There are others.
As with all idiomatic expressions, it's necessary to learn them before understanding them. Context, however, might suggest the meaning of the verb. E.g.:
Jim and Tim had just robbed a gas station and were running away. The police saw them and went after Jim because he was the slower runner. Tim was too far away for them to catch up to.
You can probably figure out what went after Jim means here without having to look it up in a dictionary.
Learn English – Single-word vs. phrasal verbs: When to use the latter, and is the former more formal
In the vast majority of cases, a "phrasal verb" consists of a very common "base" verb coupled with one or more prepositions/adverbs. Thus, for example, if we take the base verb to look,...
look into (investigate)
look up to (respect)
look down on (disparage)
look out (heed)
look for (search)
look after (protect)
look back (reminisce)
look sharp (hasten)
etc., etc.
As is often the case, the single-word alternatives are significantly less common than the base element in the phrasal verb versions. Sometimes (look sharp, for example) the phrasal verb is undoubtedly informal, but this isn't always (or even, I suspect, usually) the case.
Non native speakers might well think it's even more difficult to learn all the different combinations above than it would be to learn the single-word forms. But from the native speaker's perspective phrasal verbs usually seem easier, because the "building blocks" are so common and familiar.
The net effect of this is that even when a phrasal verb isn't inherently informal, it often seems more appropriate in formal contexts to use a less common single-word form. Apart from anything else, it gives the impression you have a wider vocabulary, since most people would say the highlighted elements in my list are at most "sub-definitions" of the single word look (coupled with various prepositions/adverbs that are so common they barely even count as "words" in the context of an extensive vocabulary).
Since the principles of "formal" English are primarily inculcated within the academic context, where a wide vocabulary is usually seen as highly desirable, students are encouraged (by teachers) and naturally motivated (for their own advancement) to acquire and demonstrate that wide vocabulary.
I hope this explains why phrasal verbs are less common in formal contexts than one might otherwise have expected. It's purely a personal opinion, but I think there's a long-standing general tendency for real (i.e. - informal spoken) English to create more and more phrasal verbs. In total, the language manages to "say more with less" (by using less words, with more significant ways of joining them together).
My advice to learners would be to favour, rather than avoid phrasal verbs, but just be a bit careful with those which are considered "informal", or even "slang". That's what most native speakers do anyway, and I assume most learners aspire to speak like a native, rather than write like a professor (whose prose style might seem awkward/stilted/opaque even to many native speakers).
TL;DR: Use a phrasal verb wherever you know one that means what you want to convey (unless you know it's inappropriate because it's too informal for the context). You'll sound more like a native speaker.
Best Answer
They're not interchangeable.
To go out implies somewhere relatively close, that you're going to return from sooner rather than later.
You can go out to work, out to a bar, restaurant or club.
You would more likely go away to a further destination.
You could go away to Paris, London or Rome - even if just for the day, you wouldn't say 'go out to Rome'... though once you went to Rome, you could go out for the night.
You could go away to work - but that in itself would imply you were going to Paris, London or Rome in order to do that.
From comments...
If 'going out' implies a brief excursion rather than a distant stay, then perhaps it's partly psychological rather than purely geographical.
< sarcasm >
If in the latter days of the British Empire/Raj you could consider 'going out' to India - of course you'd be back after several G&Ts & have some tales to tell of how it was always so damn hot, Caruthers - then these days you could equally consider 'going out' to Portugal for the 'season', or to wherever they have the good stuff for skiing in the winter, with après ski by the pint ... like some modern-day debutante.
Papa, of course, will pick up the bill...
<\sarcasm>