RSS shortcode

I am trying to use the RSS shortcode described in WP documentation. I placed the sample shortcode from the documentation into a test page:

[rss url=http://en.blog.wordpress.com/feed]

But, instead of displaying a feed, the page displays the shortcode as text. (see: https://casememoriallibrary.org/test-page-for-rss-shortcode/)

Any help would be appreciated.

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