Diverter valve replacement - spigot removal?

I need to replace the diverter valve in my tub\\shower - when using the shower with the diverter in the up position, there's still a considerable amount of water coming out of the spigot - I've tried lifting the diverter before I turn on the water, and I have the same problem - it's the kind of assembly where the diverter is part of the spigot, so I guess I need to replace the entire spigot - OK - but how do I get the spigot off of the copper water pipe that comes out of the wall??? Are the spigot assemblies typically threaded on to the pipe??? I don't see any fastening screws or anything on the spigot, but I do see evidence (scratch marks) that there's been a wrench on there before - I'm assuming IF it's threaded on, I'd turn the spigot counter-clockwise to get it off? It's been on there for a while - any ideas how to loosen it up before I break the pipe off behind the wall? Thanks!