Depo shot : Missed period ?

Last month my period came earlier than usual . Towards the end I went to my physician and took a pregnancy test . It came out Negative then was referred to and obygn . I went a couple weeks after my period and took another pregnancy test , it came out negative . So I got the Depo shot (August 30). I still have not got my period this month . Is it normal to have a missed period if it's your first time on the shot ?