I would worry about damage to siding messing with it, and would call a plumber, so it is done correctly, you dont need leakage coming down behind your siding, from a faulty install.

The pipe may be plastic -- maybe PEX, and attached to the valve by a crimp or expansion connection.

Probably time to call a plumber.

Thanks @PPF., just knowing what kind of pipe and connection it is is really helpful, not just a simple "unscrew it" kind of effort.

Would make most sense to simply repair the existing faucet. New washers, o-rings, packing nut. Possibly have to dress (grind) the seat. Lots cheaper than calling a plumber and having to repair the wall inside.

I just repaired a leaking frost proof faucet two days ago. Ended up having to dress the brass seat. Youtube to the rescue on how to make a long seat dressing tool.

It is PEX, it will not unscrew.

@Erin H , you deserve a better response than has been demonstrated up to this point ( exception being what c_lantro said which might be good advice ). If that doesn't work out or you prefer replacing faucet, here's the information you asked for. First off is your description of how it leaks. If you are saying water sprays from inside wall the faucet has froze and busted due to hose being left connected while temperature was below 32F. In that case replacement is only option. You have two choices , cut hole in wall from inside house or enlarge hole in siding so that you have access to where faucet connects to rough plumbing. That's exactly what a plumber must do AND no plumber I've seen will fix hole after faucet is replaced. I suggest you cut the hole and see how faucet is attached to rough plumbing. The point of attachment is approximately 5-6 inches from surface of exterior siding so going from inside wall is usually best. After you examine attachment you can decide whether to go ahead and replace it or call plumber. Still have questions? Ask away, I will answer as many as you want to ask in a fashion you can understand.

@klem1

This is a ball valve (not repairable) and you can see the PEX in the photo. It's also not a frost proof silcock.

If the area gets below freezing, it should be frost proof.

You are correct - the way this will get fixed is to cut a hole in the drywall inside. The plumber won't fix the drywall.

@Jake The Wonderdog it isn't frost proof but we always turn the water supply off and cover it up before the first frost. @klem1 we have never left a hose attached during freezing temperatures but nevertheless the faucet was leaking at the base so it sounds like we need a plumber and we'll probably be doing some drywalling. :( Thanks for all the advice, I just wanted to be sure it wasn't something simple I should be able to do myself before calling a pro.

It would have been very difficult to prevent your existing from freezing. Simply turning the water off doesn't do it because there's water at the very edge of the exposed valve.

This is a frost proof silcock.

The washer and seat are located 8-12 inches inside the heated building. When turned off and no hose is attached, the water inside the unit drains to the outside so it doesn't freeze and bust. The unit must be level or slope downward to the outside to drain properly. These have replaceable parts. Something similar to this is what you are looking for.

@Jake The Wonderdog or @klem1 any idea why a plumber would have chosen to set it up this way as opposed to a frost proof faucet or easily removable faucet? Seems a lot of things in our house are unexpectedly complicated to repair compared to other houses.