Both are correct, depends on what you really want to say. If you say I’m trying to be happy, but I’m not. It means you’re sad, but you really are doing something to cheer yourself up and that thing isn’t working. You can also say “I’m trying to be happy, but it’s not working” instead of “… , but I’m not”, which sounds much more natural. And also, “ I want to be happy.” is ok and means you’re sad and probably not doing anything for it, which of course doesn’t need any “I’m not “ part!