Meaning of the expression, "...hey for Saffron Walden"

Patrick O'Brian, in his novel The Far Side of the World, uses the phrase, "...hey for Saffron Walden." What does he mean?

'This is capital,' he said to Pullings and Mowett. 'I do not think we shall have to cruise here for so long as a week, even if Norfolk has had very indifferent breezes. If we stand well off, keeping the double-headed hill on our beam, she should pass inshore, which gives us the advantage of the current and the weather-gage, and then hey for Saffron Walden. Not that I think that she would decline an engagement, even if she were to windward of us.'

This is a literary allusion to a pamphlet by the Elizabethan satirist Thomas Nashe, Have with You to Saffron-Walden, Or, Gabriel Harvey's Hunt is Up, in which Nash resumed a bitter and long-standing literary dispute with the physician Gabriel Harvey.

Have with you has the same sense as "have at you", announcing an attack, and the hunt is up is obviously in the same semantic domain. Aubrey is using Hey for in a similar sense; that expression ordinarily means something like Let's be off to (compare hey to ho in the same sense in Westward Ho!), and Aubrey is announcing that when Surprise encounters Norfolk under favourable circumstances in which Surprise is unable to avoid an engagement he will immediately attack.

So and then hey for Saffron Walden can be understood as "and then we're off to battle".

There is some violation of decorum here: it's difficult to imagine how Jack Aubrey, whose artistic interests are mostly musical, might have become familiar with the ephemeral works of Thomas Nashe, who even in the early 19th century was little known beyond the narrow circle of students of Elizabethan literature. Perhaps Aubrey was attracted by Nashe's reputation as a pornographic writer.

ADDED:
The suggestion turned up by AllNOne that there was a folk song with the refrain "Tis Hey for Saffron Walden" would be a more appropriate source from which Aubrey might have garnered the phrase, but I find no such song on Google. I'm afraid this is Patrick O'Brien being just a shade too cute in his literary allusions.

Saffron Walden is a market town in England. It's in the County of Essex, 18 miles from Cambridge, 43 miles from London (Google)

In the context of "...hey for Saffron Walden, as per the text, I believe that the character is exclaiming his delight at the prospect of an imminent arrival in the aforementioned town. It might be expressed today as something like, "Look out Paris, here we come!" I have substituted Paris for the less salubrious attractions of Saffron Walden in the hope and expectation that anyone bound for Paris will be enthralled at the prospect of enjoying all that this beautiful City of Lights has to offer its visitors.

I think OP's cited usage is something of a "malapropism" - it should have been...

hie - Go quickly
I hied down to New Orleans
I hied me to a winehouse

...but as noted in that OxfordDictionaries link, it's archaic.

You could modernize the sample text by replacing hey with full speed ahead, which is still a current nautical usage. But people with a literary background will probably recognize the usage anyway - I still remember it from Olivia's Hie thee, Malvolio. in Shakespeare's Twelfth Night.

EDIT: The full OED contains no relevant definition for hey, but I did find Herman Melville's...

“Hey for London, Wellingborough!” he cried. “Off tomorrow! first train —be there the same night—come!”

...where it seems pretty clear the same Hurry! sense is what's meant. So maybe it's not so much a malapropism as just non-standard orthography.

EDIT2

Thanks to @Spagirl's comment below, I now totally disown all the above! Although I can't find this definition in Chambers online, my paper copy has...

hey for - now for, off we go for

...under their entry for hey interjection expressing joy, irritation or interrogation. That prompted me to search the full OED more carefully, where I find...

hey (interjection)
1b hey for an utterance of applause or exultant appreciation of some person or thing (cf. hurrah for!), or of some place which one resolves to reach.

I'll leave my earlier text unchanged, since 3 people have upvoted it. But although it might have been a nice idea, I was definitely mistaken.