What Causes Delayed Periods While On Depo Shot?

I have been on a birth control pill since I was 13 years old and have always had

a very regualar period. About 2 months ago, my doctor found out that I had high

blood pressure, so she put me on a progestin only birth control pill. That month

I got my period a week early. Then, she put me on the depo provera shot a week

after that. I have only been on this shot for one month, but I was due for my

period a week ago and still have no spotting or bleeding at all. I know it is

common to lose your period over time on the shot, but is it common to lose it

within the first month of the shot? I took a home pregnancy test a few days ago

and it came up negative, but I want to make sure there aren't any more serious

issues that could be causing my lack of period.