Not getting the Alert Dialog to Show. No errors in code.

@Override
protected void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    setContentView(R.layout.activity_main);


    // API key from DarkSky.net
    String apiKey = "1a1c1ff4b2f4e7099ad64aa29c61aa3c";
    double latitude = 999.9; //37.8267;
    double longitude = -122.4233;
    String forecastUrl = "https://api.darksky.net/forecast/1a1c1ff4b2f4e7099ad64aa29c61aa3c/" +
            apiKey +
            "/" + latitude + "," + longitude;


    /*
        1. When enqueue method is called its saying callback when you are done.
        2. When call is finished. The onResponse() callback method from the phone is executed.
        3. If there is an error then the onFailure method would work.
     */

    // Request a client with OKHTTP.
    OkHttpClient client = new OkHttpClient();
    Request request = new Request.Builder()
            .url(forecastUrl)
            .build();
    Call call = client.newCall(request);
    call.enqueue(new Callback() { // the equeue call back method.
        @Override
        public void onFailure(Call call, IOException e) {

        }

        @Override
        public void onResponse(Call call, Response response) throws IOException {
            // Try / catch block. Try to see if response is successful. If so log it.
            try {
                Log.v(TAG, response.body().string());
                if(response.isSuccessful()) {

                } else {
                    alertUserAboutError(); // Make sure to put this method in the main activity and not inside the anonymous class.
                }
            } catch (IOException e) { // If it fails with an IO exception, then run this code instead.
                Log.e(TAG, "Exception caught", e);
            } // Otherwise proceed as normal.

        }
    });
    Log.d(TAG, "Main UI code is running!");
}

private void alertUserAboutError() {
    AlertDialogFragment dialog = new AlertDialogFragment();
    dialog.show(getFragmentManager(), "error_dialog");

}

@Override
public Dialog onCreateDialog(Bundle savedInstanceState) {
    Context context = getActivity(); // normally 'this' is use but getActivity() gets the activity that the Dialog Fragment is created in.
    AlertDialog.Builder builder = new AlertDialog.Builder(context)
            .setTitle(context.getString(R.string.error_title)) // This sets the Dialogs title.
            .setMessage(context.getString(R.string.error_message))
            .setPositiveButton("OK", null); //This sets the okay button

    // This creates the builder and sets it in a new variable called dialog.
    return builder.create();  // Returns dialog
}