You can follow the given procedure to send an auto reply on Incoming SMS:

1. Create a Converse App Action through Converse App by selecting all the necessary parameters i.e. senderID, phone field, SMS Text etc.
2. Copy the action key generated
3. Once the Converse App Action is created, configure a process builder on SMS History object with criteria as ‘Direction is IN’ and specify the text condition where you want the auto reply SMS to go. For e.g. if the Reply is ‘YES’ then specify the condition as SMSText equals YES.
4. In the immediate action, select create a record – > Converse App Task.
5. Paste the action key (copied earlier) in the automated key reference section and pass the lookup of the object so the outgoing messages are linked with the respective record.