Copaxone & depression

I have been injecting copaxone since April 3 times a week & am now used to the injection process.
However the last couple of months i’ve been feeling fatigue, irritable, low moods i could go on.
So i know your not suppose to google things but i took a depression test & it said i had moderate depression.
It has only just dawned on me that this is one of the main side effects of copaxone & am not enjoying this person that i have become lately.
Should i change my medication & if so to which one? Thanks.