Hope is the feeling we have that the feeling we have is not permanent.

Mignon McLaughlin (1913-1983) American journalist and author

The Neurotic’s Notebook, ch. 5 (1963)
    (Source)

This phrase is often cited to Jean Kerr. That's because she paraphrases it in her play, Finishing Touches, Act 3 (1974):

FELICIA: Do you know the book The Neurotic's Notebook? There's a line in it I say to myself when I get discouraged. It goes: "Hope is the feeling you have that the feeling you have isn't permanent."