At the Title screen, press UP, UP, DOWN, DOWN, X, X, LEFT, RIGHT, LEFT, RIGHT, X, Triangle, X, Triangle. Start the game. When the World Map appears, press RIGHT repeatedly to skip to different stages.
At Title screen press R1, R2, L1, and L2 to make the clouds go fast. (Its more of an easter egg!)
Thanks to Revolution readers Muhammad Faruq and Braidy Nichols!