How to connect Bunker Hill Security DVR to Monitor

I have just purchased a Bunker Hill #68332 security system that does not come with a monitor. It does come with a bnc to rga adapter cable. I have connected the video-out from the dvr to the video-in of an old analog TV that has a bnc connection. I get nothing (I've tried all of the channels). Do I need to use a digital monitor? If so, how do I connect the dvr to the monitor? All of my digital monitors (and regular monitors, for that matter) have vga inputs.

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