I bought an HDMI to VGA adapter and have connected the monitor, but it is showing the
check signal cable message.
I have already tried to plug and unplug all cables; how can I troubleshoot this?
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Because HDMI is a digital signal and VGA is an analogue signal you need a converter to connect between the HDMI output and the VGA input not an adapter.
You need to look for the ones that actually convert the signal, state the product specs and whether or not they require external power to operate.
Be wary of cheap adapters that show only a cable having different connectors at each end.