Start the subscription to the channel list.
        If self._keep_alive_function isn't None start timer thread to
        run self._keep_alive_function every self._keep_alive amount of seconds.

def _subscribe(self):
        """
        Start the subscription to the channel list.
        If self._keep_alive_function isn't None start timer thread to
        run self._keep_alive_function every self._keep_alive amount of seconds.
        """
        _LOGGER.info("PubNub subscribing")
        self._pubnub.subscribe().channels(CHANNELS).execute()
        if self._keep_alive_function is not None:
            threading.Timer(self._keep_alive, self._run_keep_alive).start()
        self._subscribed = True