Caller: They claimed they were some Australian Federal department about to arrest me

Call came through, I answered and got a voice recording saying I was going to be arrested for some federal crime and press 1 to speak to someone. I pressed 1 and a lady answered and said she was from the Australian Taxation Office and needed some of my details to look up my file. As I know I have never done any dodgy tax stuff I asked her what department at the ATO she was calling from and can I have her number and I will call her back - she hung up on me. Complete scam DO NOT GIVE THEM ANY OF YOUR INFORMATION