As with any visa application in any country, being declined can be based on many factors. Your letter from Immigration New Zealand would advise you of the reasons, and what to do next, including any right you have to appeal, review, or access its records (e.g., of your interview).
It would also contain a copy of the immigration instructions which you may not have met. Should you still disagree, or decide it's best to remedy any shortcomings and reapply, you may wish to consult an adviser. By law, any person that gives you immigration advice about New Zealand must be licensed by the Immigration Advisers Authority.