I am conducting a moderated mediation analysis using Hayes' Process Macro Model 15. Although my mediation is significant, both the interaction effects are not significant. I am having an insignificant index of moderated mediation also but at the same time, I am having significant conditional direct as well as an indirect effect of X on Y at all the three levels of the moderator. How does this significant conditional direct and indirect effect come from?
How do I interpret the result?