Save filter selection when page is refreshed

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JScript.NET

PHP

I have this selectbox:

<select id="filters" class="filter" name="filter[]" multiple="multiple">
 <option value="1">1</option>
 <option value="2">2</option>
 <option value="3">3</option>
 <option value="4">4</option>
 <option value="5">5</option>
 <option value="6">6</option>
 <option value="7">7</option>
 <option value="8">8</option>
 <option value="9">9</option>
</select>

so you can check for example 1,5,9 and if you refresh the page i want that those numbers are still checked. It is in a php file

What I have tried:

If tried to save it in a session but i don't know how.