I guess your supervisor is correct and the model is implying mediations. In general, most of SEM and Path analysis involve some mediation or indirect effects. The whole point, of these models is to say, instead of everything being related to everything, i.e. like in a correlation matrix, is to say that some relations are good enough to explain the whole variation of the variables. The whole point is to use lesser links between variables from a correlation matrix, to a fewer set of relations (best case scenario) derive from a theoretical model.
Mediation in particular, is the kind of model which people use to say that X is related to Y, because M is such and such. In your case, Innovativeness, is related to future shopping, because the ease of use, is related to usefulness which in turn is related to attitude, and so on.
So, if you want to test that same model, you would need to specify it in AMOS; or other alternative software such as: R (package lavaan), MPLUS, Lisrel, EQS, SAS, and I've heard STATA can deal with path analysis in the current version.
If you would stick with AMOS, a good guide book is:
Byrne, B. M. (2009). Structural Equation Modeling With AMOS: Basic Concepts, Applications, and Programming. Routledge Academic.
First, once you have your data, you could fit that model onto your observations. For this case, your first 'test' would consist to asses the degree of fit of the overall model. For this, researchers tend to use a family of Fit statistic: Chi Square, CFI, TFI, RMSEA, SRS.
For common guidelines on what different fit indices mean you can consult:
Schermelleh-Engel, K., Moosbrugger, H., & Müller, H. (2003). Evaluating the fit of structural equation models: Tests of significance and descriptive goodness-of-fit measures. Methods of Psychological Research Online, 8(2), 23–74.
Kline, R. B. (2010). Principles and Practice of Structural Equation Modeling, Third Edition (Third Edition.). The Guilford Press.
Afterwards, the issue is if you want to estimate your indirect effects. Your model, has several indirect effects which can be estimated, for example:
- ease of use, is related to future shopping, via attitude
- ease of use, is related to future shopping, via usefulness
- ease of use, is related to future shopping, via usefulness and then via attitude
- usefulness is related to future shopping, via attitude
- ease of use, connection with future shopping, is totally mediated by usefulness and attitude (hence the path from ease of use to future shopping doesn't have a depicted line, which in terms of a model, means a path fixed to zero).
(..etc there are more indirect effects from innovativeness to future intention of shopping, which i'm not mentioning).
Mediational analysis then follow additional rules. The most common is the use of the delta method, to estimate the indirect effect between X (independent) to Y (dependent) via M (mediator). Commonly, is the multiplication of the beta weight from x to m, and from m to y. However, how to estimate the standard errors of this estimate is another story. There Bootstrapping methods for example, and different methods for the case of binary variables as an outcome. Currently, there might be new methods. Mediation analysis is quite a hot topic given its within the whole problem of "how to make causal claims", and probably every year there is new upgrades for common practice.
As an example, you can check this, for a bootstrapped method:
Shrout, P. E., & Bolger, N. (2002). Mediation in experimental and nonexperimental studies: new procedures and recommendations. Psychological Methods; Psychological Methods, 7(4), 422.
And this for a more current discussion on mediation analysis:
Hayes, A. F., & Scharkow, M. (2013). The Relative Trustworthiness of Inferential Tests of the Indirect Effect in Statistical Mediation Analysis Does Method Really Matter? Psychological Science, 24(10), 1918–1927. doi:10.1177/0956797613480187
Finally, you may start with a more simple example to grasp how mediation works, you can check this example:
And, specifically for an walk through example on AMOS, you could check this youtube video: