After you have beaten the game before the credits start make sure to hold down the R and L buttons and then release after the credits appear. You will then hear "Tomorrow is a Holiday" and then the other ending will roll instead of the normal credits theme.

Highlight the New game and then press A+B+Y+X on the controller at the same time and then you will hear "Ya ta!" upon hearing this it is indicating you've done the cheat code right.