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The regulator did not include any sort of hose connection, just a 5/8" - 18 female outlet. I tried searching for fittings in the local hardware stores, but it turns out this is a pretty specialized connector type specific to inert gas, so I ended up having to go to a big gas supplier in the industrial part of town to find it. You'll probably want to order this online, unless they happen to stock it at the place you buy your nitrogen from (the welding shops I checked didn't have it either). The part you need is called an "inert gas nut and nipple." The kit they sold me came with a hose clamp, a 5/8" - 18 nut, and a barbed nipple sized for 1/4" ID hose.
I picked up 1/4" ID x 10 ft PVC clear vinyl tubing at the local hardware store. It's flexible enough and it doesn't have any smell, so it seems fine for this application. The hose clamp included with the inert gas nipple was too large for this tubing, so I also had to get a smaller one from the hardware store. I had to run the end of the tubing under very hot water for a while to soften it up enough to push on the nipple.
This is how nut and nipple look (if you shop online it may not include the hose clamp on the left, which is fine since it would proably be the wrong size anyways):
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