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Abstract: Spain is above the EU-27, EU-25 and EU-15 average in the number of serious work accidents, and it is estimated that Spain is five years behind the rest of Europe in reducing such accidents. To address the problem of the high number of occupational accidents, in 2007 the Spanish Occupational Health and Safety Strategy (SOHSS, 2007–2012) was launched, with the general aim of achieving a continuous and significant reduction in work accidents, approaching the EU average in occupational accidents and illness. This article is an attempt to assess the extent to which the aims of the SOHSS have been satisfied by predicting incidence rates for different levels of accident severity (slight, serious and fatal), accidents that do not require sick leave, and commuting accidents (slight, serious and fatal). With these objectives in mind, both Univariate and Multivariate Unobserved Components models are used in an enhanced State Space framework in order to deal with the irregular sampling interval of the data from 1998 to 2010. [Copyright &y& Elsevier]