Displace filter dialogue box didn't pop up

I was trying to apply a displace effect to text layer, and the dialogue box pop up ask me convert the text to smart object, but it does not turn in to smart object and did notlead me to displace filter's dialogue box as well. So I manually convert the text layer to smart object and try to apply the filter and yet nothing happened, nor the dialogue box.

I was wandering which part is wrong despite I follow every step from the tutorial...