Caller: 'Officer John' calling about ATO

I received a call during work and called them back on my lunch break. The person on the phone asked who he was speaking to and said he is an 'Officer' for ATO and that he needs my full name and Tax File Number to confirm who he was speaking to. Without thinking about it I gave him those details and he proceeded to ask for my postal code. The scammer then told me that I am being investigated for tax fraud by ATO and the government and that I will need to go to court or else I will be paying fine and all my accounts will be frozen. He wouldn't specify what I did wrong and got angry at me for asking question as he is an officer and proceeded to threaten me with getting arrested if I purposely hang up the call.

Caller hung up as soon as I picked up the call. Called the number back a few times but the line is always engaged

Left VM about Tax file number being fraudulent and there could be a warrant for arrest. VM was automated voice.